-54.2%
W vs EXEL
+260.1%
-314.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | +7.0% | +19.0% | -12.1% | -1.5% |
| 3M | +7.4% | +33.3% | -25.9% | -6.6% |
| 6M | +69.3% | +42.9% | +26.4% | +42.5% |
| YTD | +11.3% | +58.7% | -47.4% | -11.4% |
| 1Y | +13.2% | +70.5% | -57.3% | -13.0% |
| 3Y | +142.0% | +233.8% | -91.8% | +8.1% |
| All | -54.2% | +260.1% | -314.3% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling