+43.8%
D vs EXEL
+445.6%
-401.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.8% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | +10.7% | +19.8% | -9.1% | +9.1% |
| 3M | +2.3% | +32.7% | -30.4% | -0.1% |
| 6M | +12.5% | +49.0% | -36.5% | +8.8% |
| YTD | +20.1% | +63.7% | -43.6% | +14.9% |
| 1Y | +15.6% | +75.8% | -60.2% | +9.8% |
| 3Y | +75.2% | +241.3% | -166.1% | +56.0% |
| 5Y | +14.6% | +289.0% | -274.5% | +0.3% |
| 10Y | +43.8% | +377.6% | -333.9% | +31.5% |
| All | +43.8% | +445.6% | -401.8% | +31.5% |
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