+321.5%
EAT vs EXEL
+363.4%
-41.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -5.9% | -2.4% | -3.5% | -5.4% |
| 30D | +0.7% | +17.9% | -17.2% | -3.1% |
| 3M | -14.2% | +33.3% | -47.5% | -19.9% |
| 6M | +40.7% | +46.6% | -5.8% | +28.1% |
| YTD | +36.0% | +61.0% | -25.1% | +20.5% |
| 1Y | +83.1% | +70.4% | +12.6% | +60.0% |
| 3Y | +474.8% | +236.1% | +238.7% | +312.5% |
| 5Y | +347.6% | +284.8% | +62.7% | +208.6% |
| 10Y | +321.5% | +348.4% | -26.9% | +184.5% |
| All | +321.5% | +363.4% | -41.9% | +184.5% |
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