+39.7%
EFX vs EXEL
+375.2%
-335.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -4.5% | -4.9% | +0.4% | -4.0% |
| 30D | -6.1% | +11.4% | -17.5% | -7.3% |
| 3M | +6.2% | +4.9% | +1.3% | +5.5% |
| 6M | -11.2% | +34.4% | -45.6% | -14.5% |
| YTD | -21.4% | +28.0% | -49.4% | -24.0% |
| 1Y | -34.3% | +43.6% | -78.0% | -37.5% |
| 3Y | -12.5% | +155.2% | -167.7% | -23.4% |
| 5Y | -35.6% | +181.2% | -216.7% | -44.8% |
| All | +39.7% | +375.2% | -335.5% | +20.0% |
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