+196.2%
W vs EXEL
+4,477.0%
-4,280.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | +7.0% | +19.0% | -12.1% | +1.6% |
| 3M | +7.4% | +33.3% | -25.9% | -1.5% |
| 6M | +69.3% | +42.9% | +26.4% | +52.2% |
| YTD | +11.3% | +58.7% | -47.4% | -3.2% |
| 1Y | +13.2% | +70.5% | -57.3% | -3.6% |
| 3Y | +142.0% | +233.8% | -91.8% | +62.8% |
| 5Y | -54.6% | +259.3% | -314.0% | -69.9% |
| 10Y | +243.7% | +484.1% | -240.4% | +104.9% |
| All | +196.2% | +4,477.0% | -4,280.7% | +50.8% |
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