-46.5%
COMP vs EXEL
+215.2%
-261.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.4% |
| 7D | +14.5% | +2.3% | +12.2% | +13.7% |
| 30D | +14.9% | +19.8% | -4.9% | +7.1% |
| 3M | -14.2% | +32.7% | -46.9% | -23.4% |
| 6M | +23.7% | +49.0% | -25.2% | +4.8% |
| YTD | +2.1% | +63.7% | -61.6% | -16.9% |
| 1Y | +26.2% | +75.8% | -49.6% | -0.3% |
| 3Y | +470.9% | +241.3% | +229.6% | +208.9% |
| 5Y | -14.0% | +289.0% | -303.1% | -56.7% |
| All | -46.5% | +215.2% | -261.7% | -72.2% |
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