+477.8%
BHP vs EXEL
+386.3%
+91.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.1% |
| 7D | -3.7% | -2.9% | -0.9% | -3.3% |
| 30D | -0.8% | +11.9% | -12.7% | -2.5% |
| 3M | +7.6% | +9.2% | -1.6% | +6.1% |
| 6M | +20.8% | +39.1% | -18.3% | +14.8% |
| YTD | +50.8% | +31.0% | +19.7% | +44.3% |
| 1Y | +70.9% | +52.3% | +18.6% | +59.6% |
| 3Y | +78.0% | +159.7% | -81.7% | +50.3% |
| 5Y | +113.1% | +187.7% | -74.6% | +74.5% |
| All | +477.8% | +386.3% | +91.5% | +351.7% |
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