+40.1%
W vs EXEL
+164.9%
-124.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | +8.4% | -12.5% | -6.4% |
| 30D | -7.6% | +4.1% | -11.6% | -8.7% |
| 3M | +37.2% | +12.4% | +24.7% | +33.1% |
| 6M | +26.3% | +41.5% | -15.2% | +15.7% |
| YTD | -1.0% | +34.6% | -35.6% | -8.4% |
| 1Y | +20.1% | +57.9% | -37.8% | +7.1% |
| All | +40.1% | +164.9% | -124.8% | +14.9% |
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