+64.9%
EL vs EXEL
+363.4%
-298.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | +7.6% | -2.4% | +10.0% | +8.0% |
| 30D | +15.7% | +17.9% | -2.2% | +13.0% |
| 3M | +30.5% | +33.3% | -2.7% | +25.3% |
| 6M | +32.5% | +46.6% | -14.0% | +25.3% |
| YTD | +9.4% | +61.0% | -51.6% | +2.0% |
| 1Y | +28.4% | +70.4% | -42.1% | +18.6% |
| 3Y | +4.4% | +236.1% | -231.6% | -13.9% |
| 5Y | -64.5% | +284.8% | -349.3% | -71.6% |
| 10Y | +64.9% | +348.4% | -283.5% | +29.1% |
| All | +64.9% | +363.4% | -298.5% | +29.1% |
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