+248.9%
A vs EXEL
+378.5%
-129.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | -2.7% | +10.1% | -12.8% | -4.3% |
| 3M | +7.0% | +10.1% | -3.0% | +5.1% |
| 6M | +24.6% | +37.7% | -13.0% | +17.5% |
| YTD | +7.0% | +33.1% | -26.1% | +1.4% |
| 1Y | +15.6% | +52.4% | -36.8% | +6.6% |
| 3Y | +29.9% | +163.8% | -133.9% | +6.0% |
| 5Y | -15.4% | +198.5% | -213.9% | -33.4% |
| 10Y | +248.9% | +386.9% | -138.0% | +149.9% |
| All | +248.9% | +378.5% | -129.6% | +149.9% |
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 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