+78.0%
V vs EXEL
+230.5%
-152.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +9.0% | +13.1% | -4.2% | +7.6% |
| 3M | +16.7% | +36.3% | -19.6% | +13.0% |
| 6M | +33.4% | +34.5% | -1.1% | +29.0% |
| YTD | +22.4% | +57.4% | -35.1% | +15.7% |
| 1Y | +27.7% | +62.9% | -35.2% | +20.1% |
| 3Y | +78.0% | +229.5% | -151.5% | +55.3% |
| All | +78.0% | +230.5% | -152.5% | +55.3% |
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