+54.5%
AR vs EXEL
+363.4%
-308.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.9% |
| 7D | -5.8% | -2.4% | -3.4% | -5.2% |
| 30D | +4.8% | +17.9% | -13.1% | +0.6% |
| 3M | +1.5% | +33.3% | -31.8% | -5.7% |
| 6M | +4.7% | +46.6% | -41.9% | -5.6% |
| YTD | +9.2% | +61.0% | -51.8% | -4.8% |
| 1Y | +11.2% | +70.4% | -59.3% | -4.7% |
| 3Y | +46.2% | +236.1% | -189.8% | -1.8% |
| 5Y | +98.1% | +284.8% | -186.8% | +24.1% |
| 10Y | +54.5% | +348.4% | -293.9% | -3.9% |
| All | +54.5% | +363.4% | -308.9% | -3.9% |
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