+140.4%
EFA vs EXEL
+386.3%
-245.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -2.2% | +11.9% | -14.1% | -3.5% |
| 3M | +5.7% | +9.2% | -3.6% | +4.5% |
| 6M | +8.2% | +39.1% | -30.9% | +3.9% |
| YTD | +11.8% | +31.0% | -19.3% | +8.0% |
| 1Y | +18.3% | +52.3% | -34.0% | +12.1% |
| 3Y | +64.9% | +159.7% | -94.8% | +44.8% |
| 5Y | +52.4% | +187.7% | -135.3% | +30.7% |
| All | +140.4% | +386.3% | -245.9% | +100.3% |
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