-49.3%
COMP vs EXEL
+205.7%
-255.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.5% | +10.2% |
| 7D | +13.4% | +0.3% | +13.2% | +13.5% |
| 30D | +11.1% | +19.0% | -7.9% | +3.8% |
| 3M | -18.8% | +33.3% | -52.1% | -27.6% |
| 6M | +10.5% | +42.9% | -32.4% | -4.9% |
| YTD | -3.4% | +58.7% | -62.1% | -20.4% |
| 1Y | +19.7% | +70.5% | -50.8% | -4.3% |
| 3Y | +381.6% | +233.8% | +147.8% | +162.3% |
| 5Y | -17.6% | +259.3% | -276.9% | -57.7% |
| All | -49.3% | +205.7% | -255.0% | -73.4% |
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