+35.3%
D vs EXEL
+380.2%
-344.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | -0.7% | +6.7% | -7.4% | -1.2% |
| 3M | +2.1% | +11.5% | -9.4% | +1.2% |
| 6M | +6.8% | +38.8% | -32.0% | +4.0% |
| YTD | +16.5% | +31.6% | -15.0% | +13.8% |
| 1Y | +19.2% | +53.0% | -33.9% | +14.8% |
| 3Y | +61.9% | +160.8% | -99.0% | +48.6% |
| 5Y | +6.5% | +190.1% | -183.5% | -3.6% |
| 10Y | +35.3% | +367.0% | -331.7% | +25.9% |
| All | +35.3% | +380.2% | -344.9% | +25.9% |
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