+218.3%
C vs EXEL
+354.7%
-136.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.4% | -2.8% | +2.4% | +0.1% |
| 30D | -5.3% | +18.2% | -23.5% | -8.3% |
| 3M | -8.0% | +37.7% | -45.7% | -13.5% |
| 6M | -0.3% | +42.2% | -42.5% | -7.1% |
| YTD | +8.6% | +61.3% | -52.7% | -1.7% |
| 1Y | +25.8% | +64.5% | -38.7% | +13.3% |
| 3Y | +221.2% | +236.7% | -15.5% | +143.8% |
| 5Y | +113.6% | +296.3% | -182.7% | +53.7% |
| 10Y | +218.3% | +331.1% | -112.8% | +117.4% |
| All | +218.3% | +354.7% | -136.3% | +117.4% |
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