+314.7%
A vs EXEL
+320.7%
-6.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | -0.5% | -0.8% | +0.4% | -0.3% |
| 30D | 0.0% | +13.1% | -13.2% | -2.3% |
| 3M | +16.7% | +36.3% | -19.6% | +10.2% |
| 6M | +54.8% | +34.5% | +20.3% | +46.4% |
| YTD | +28.8% | +57.4% | -28.6% | +17.9% |
| 1Y | +19.3% | +62.9% | -43.6% | +8.5% |
| 3Y | +65.5% | +229.5% | -164.0% | +28.3% |
| 5Y | +12.1% | +281.2% | -269.2% | -16.6% |
| All | +314.7% | +320.7% | -6.0% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling