-54.1%
Z vs EXEL
+262.4%
-316.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.6% | -5.1% | -9.0% |
| 7D | -2.3% | +3.8% | -6.1% | -3.2% |
| 30D | +9.4% | +17.8% | -8.4% | +4.6% |
| 3M | -16.1% | +21.2% | -37.3% | -20.5% |
| 6M | -30.4% | +54.7% | -85.1% | -38.9% |
| YTD | -55.6% | +56.8% | -112.4% | -61.4% |
| 1Y | -58.5% | +70.2% | -128.7% | -64.9% |
| 3Y | -19.6% | +227.2% | -246.8% | -50.4% |
| 5Y | -54.1% | +254.9% | -309.0% | -74.9% |
| All | -54.1% | +262.4% | -316.5% | -74.9% |
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 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