+20.5%
XYZ vs EXEL
+73.7%
-53.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +12.1% | +0.3% | +11.9% | +12.2% |
| 30D | +12.4% | +19.0% | -6.7% | +8.7% |
| 3M | +8.2% | +33.3% | -25.1% | +2.4% |
| 6M | +20.7% | +42.9% | -22.2% | +13.8% |
| YTD | +31.3% | +58.7% | -27.4% | +20.4% |
| 1Y | +20.5% | +70.5% | -50.0% | +6.0% |
| All | +20.5% | +73.7% | -53.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling