+356.1%
ALL vs EXEL
+380.2%
-24.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -4.7% | +6.7% | -11.3% | -5.4% |
| 3M | +18.4% | +11.5% | +6.9% | +16.7% |
| 6M | +20.5% | +38.8% | -18.3% | +15.7% |
| YTD | +23.5% | +31.6% | -8.0% | +19.1% |
| 1Y | +29.0% | +53.0% | -24.0% | +21.9% |
| 3Y | +153.7% | +160.8% | -7.1% | +121.5% |
| 5Y | +114.8% | +190.1% | -75.3% | +83.1% |
| 10Y | +356.1% | +367.0% | -10.8% | +287.6% |
| All | +356.1% | +380.2% | -24.0% | +287.6% |
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 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