+533.2%
XYZ vs EXEL
+917.4%
-384.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.0% | +8.4% | -9.3% | -3.2% |
| 30D | -1.7% | +4.1% | -5.8% | -2.9% |
| 3M | +16.7% | +12.4% | +4.3% | +12.8% |
| 6M | +26.9% | +41.5% | -14.7% | +14.2% |
| YTD | +27.1% | +34.6% | -7.5% | +15.8% |
| 1Y | +9.3% | +57.9% | -48.6% | -5.6% |
| 3Y | +42.3% | +159.5% | -117.2% | +2.0% |
| 5Y | -69.3% | +198.5% | -267.8% | -79.0% |
| 10Y | +586.8% | +411.4% | +175.5% | +314.9% |
| All | +533.2% | +917.4% | -384.2% | +253.9% |
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