+2,926.4%
V vs EXEL
+883.5%
+2,042.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +8.4% | -10.1% | -2.9% |
| 30D | +2.0% | +4.1% | -2.1% | +1.2% |
| 3M | +17.4% | +12.4% | +4.9% | +15.1% |
| 6M | +17.5% | +41.5% | -24.0% | +11.1% |
| YTD | +7.6% | +34.6% | -27.0% | +2.3% |
| 1Y | +7.7% | +57.9% | -50.1% | -0.3% |
| 3Y | +54.7% | +159.5% | -104.8% | +30.9% |
| 5Y | +73.0% | +198.5% | -125.4% | +42.0% |
| 10Y | +390.9% | +411.4% | -20.5% | +247.0% |
| All | +2,926.4% | +883.5% | +2,042.9% | +1,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling