+163.6%
W vs EXEL
+3,782.2%
-3,618.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | +8.4% | -12.5% | -6.5% |
| 30D | -7.6% | +4.1% | -11.6% | -8.8% |
| 3M | +37.2% | +12.4% | +24.7% | +32.7% |
| 6M | +26.3% | +41.5% | -15.2% | +13.9% |
| YTD | -1.0% | +34.6% | -35.6% | -9.6% |
| 1Y | +20.1% | +57.9% | -37.8% | +4.2% |
| 3Y | +37.8% | +159.5% | -121.7% | -0.3% |
| 5Y | -63.7% | +198.5% | -262.1% | -74.6% |
| 10Y | +156.3% | +411.4% | -255.0% | +59.4% |
| All | +163.6% | +3,782.2% | -3,618.6% | +40.9% |
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 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