+332.2%
BHP vs EXEL
+320.7%
+11.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -4.5% | +13.1% | -17.7% | -6.4% |
| 3M | -6.9% | +36.3% | -43.2% | -11.4% |
| 6M | -10.6% | +34.5% | -45.1% | -14.9% |
| YTD | +37.2% | +57.4% | -20.2% | +27.2% |
| 1Y | +48.0% | +62.9% | -14.9% | +36.5% |
| 3Y | +52.6% | +229.5% | -177.0% | +22.8% |
| 5Y | +116.5% | +281.2% | -164.8% | +67.5% |
| All | +332.2% | +320.7% | +11.4% | +228.1% |
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