+209.8%
W vs EXEL
+4,619.7%
-4,409.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.7% |
| 7D | +3.3% | +2.3% | +1.0% | +2.7% |
| 30D | +10.5% | +19.8% | -9.3% | +4.8% |
| 3M | +9.6% | +32.7% | -23.0% | +0.8% |
| 6M | +76.4% | +49.0% | +27.4% | +56.8% |
| YTD | +16.4% | +63.7% | -47.3% | +0.3% |
| 1Y | +9.3% | +75.8% | -66.4% | -7.7% |
| 3Y | +172.8% | +241.3% | -68.5% | +82.5% |
| 5Y | -53.4% | +289.0% | -342.4% | -69.7% |
| 10Y | +243.6% | +377.6% | -134.0% | +109.0% |
| All | +209.8% | +4,619.7% | -4,409.9% | +56.3% |
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 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