+208.6%
B vs EXEL
+363.4%
-154.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -6.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.2% |
| 30D | -3.3% | +17.9% | -21.2% | -4.1% |
| 3M | -2.5% | +33.3% | -35.8% | -3.8% |
| 6M | -7.2% | +46.6% | -53.8% | -8.8% |
| YTD | -7.4% | +61.0% | -68.4% | -9.3% |
| 1Y | +16.4% | +70.4% | -54.0% | +13.8% |
| 3Y | +178.7% | +236.1% | -57.4% | +165.0% |
| 5Y | +121.7% | +284.8% | -163.1% | +109.4% |
| 10Y | +208.6% | +348.4% | -139.8% | +218.5% |
| All | +208.6% | +363.4% | -154.8% | +218.5% |
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