-49.3%
COMP vs EXEL
+203.2%
-252.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +16.6% | +13.1% | +3.4% | +11.2% |
| 3M | -23.5% | +36.3% | -59.9% | -32.3% |
| 6M | +25.7% | +34.5% | -8.8% | +11.1% |
| YTD | -3.4% | +57.4% | -60.8% | -20.1% |
| 1Y | +7.6% | +62.9% | -55.3% | -12.4% |
| 3Y | +423.6% | +229.5% | +194.1% | +187.4% |
| 5Y | -10.6% | +281.2% | -291.8% | -54.4% |
| All | -49.3% | +203.2% | -252.5% | -73.3% |
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