+77.6%
V vs EXEL
+231.1%
-153.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +13.6% | +19.0% | -5.5% | +11.5% |
| 3M | +14.3% | +33.3% | -19.0% | +10.9% |
| 6M | +33.1% | +42.9% | -9.8% | +27.8% |
| YTD | +21.2% | +58.7% | -37.5% | +14.6% |
| 1Y | +26.4% | +70.5% | -44.1% | +18.3% |
| 3Y | +77.6% | +233.8% | -156.2% | +55.5% |
| All | +77.6% | +231.1% | -153.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling