+25.0%
V vs EXEL
+62.5%
-37.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.4% |
| 30D | +6.3% | +17.4% | -11.0% | +5.9% |
| 3M | +17.2% | +38.6% | -21.5% | +16.5% |
| 6M | +29.2% | +41.2% | -12.0% | +28.3% |
| YTD | +20.8% | +59.3% | -38.6% | +18.5% |
| 1Y | +25.0% | +60.2% | -35.2% | +22.6% |
| All | +25.0% | +62.5% | -37.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling