-60.2%
Z vs EXEL
+70.6%
-130.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -13.1% | -2.8% | -10.2% | -12.4% |
| 30D | +5.9% | +18.2% | -12.3% | +2.9% |
| 3M | -13.7% | +37.7% | -51.4% | -18.0% |
| 6M | -27.1% | +42.2% | -69.4% | -30.5% |
| YTD | -56.8% | +61.3% | -118.1% | -60.2% |
| 1Y | -60.2% | +64.5% | -124.7% | -63.4% |
| All | -60.2% | +70.6% | -130.8% | -63.4% |
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