+216.9%
B vs EXEL
+325.9%
-108.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | -6.2% | +1.6% | -7.8% | -6.3% |
| 30D | -6.6% | +17.4% | -24.0% | -7.3% |
| 3M | -7.9% | +38.6% | -46.5% | -9.3% |
| 6M | -16.8% | +41.2% | -58.0% | -18.1% |
| YTD | -11.7% | +59.3% | -71.0% | -13.5% |
| 1Y | +3.5% | +60.2% | -56.7% | +1.3% |
| 3Y | +165.7% | +232.6% | -66.9% | +152.2% |
| 5Y | +108.4% | +285.9% | -177.4% | +96.4% |
| All | +216.9% | +325.9% | -108.9% | +218.4% |
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