-64.8%
Z vs EXEL
+199.5%
-264.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.0% | +8.4% | -11.4% | -5.6% |
| 30D | -4.2% | +4.1% | -8.3% | -5.5% |
| 3M | -3.7% | +12.4% | -16.1% | -7.6% |
| 6M | -24.5% | +41.5% | -66.1% | -33.6% |
| YTD | -49.3% | +34.6% | -83.9% | -54.8% |
| 1Y | -58.7% | +57.9% | -116.5% | -65.5% |
| 3Y | -34.1% | +159.5% | -193.6% | -59.5% |
| All | -64.8% | +199.5% | -264.4% | -77.6% |
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