+79.7%
EFX vs EXEL
+320.7%
-241.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +25.1% | +13.1% | +12.0% | +23.1% |
| 3M | +1.7% | +36.3% | -34.7% | -2.4% |
| 6M | +18.4% | +34.5% | -16.2% | +13.6% |
| YTD | -12.5% | +57.4% | -69.9% | -18.0% |
| 1Y | -8.1% | +62.9% | -71.0% | -14.3% |
| 3Y | +4.8% | +229.5% | -224.7% | -12.8% |
| 5Y | -30.1% | +281.2% | -311.3% | -43.6% |
| All | +79.7% | +320.7% | -241.0% | +41.4% |
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