-63.8%
XYZ vs EXEL
+289.1%
-352.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -2.1% | +1.6% | -3.8% | -2.6% |
| 30D | +7.0% | +17.4% | -10.3% | +1.1% |
| 3M | +5.1% | +38.6% | -33.5% | -6.7% |
| 6M | +14.1% | +41.2% | -27.1% | +0.2% |
| YTD | +26.4% | +59.3% | -33.0% | +5.1% |
| 1Y | +25.1% | +60.2% | -35.1% | +3.6% |
| 3Y | +59.7% | +232.6% | -172.8% | -18.6% |
| 5Y | -63.8% | +285.9% | -349.7% | -83.6% |
| All | -63.8% | +289.1% | -352.9% | -83.6% |
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