+63.7%
EL vs EXEL
+320.7%
-257.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.5% | -0.8% | +2.4% | +1.7% |
| 30D | +10.0% | +13.1% | -3.1% | +8.1% |
| 3M | +28.4% | +36.3% | -7.9% | +22.9% |
| 6M | +37.1% | +34.5% | +2.5% | +31.2% |
| YTD | +7.8% | +57.4% | -49.6% | +0.8% |
| 1Y | +26.0% | +62.9% | -36.9% | +17.2% |
| 3Y | +3.8% | +229.5% | -225.7% | -14.2% |
| 5Y | -65.2% | +281.2% | -346.4% | -72.1% |
| All | +63.7% | +320.7% | -257.0% | +28.7% |
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