+110.7%
ED vs EXEL
+378.5%
-267.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | +1.9% | +10.1% | -8.2% | +1.6% |
| 3M | +1.9% | +10.1% | -8.2% | +1.5% |
| 6M | -2.3% | +37.7% | -39.9% | -3.4% |
| YTD | +10.9% | +33.1% | -22.2% | +9.6% |
| 1Y | +14.5% | +52.4% | -37.9% | +12.5% |
| 3Y | +33.4% | +163.8% | -130.4% | +27.8% |
| 5Y | +67.3% | +198.5% | -131.2% | +58.9% |
| 10Y | +110.7% | +386.9% | -276.2% | +107.8% |
| All | +110.7% | +378.5% | -267.8% | +107.8% |
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