+1,284.9%
EME vs EXEL
+386.3%
+898.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -8.4% | +11.9% | -20.3% | -10.2% |
| 3M | -3.6% | +9.2% | -12.8% | -5.3% |
| 6M | +3.6% | +39.1% | -35.5% | -2.5% |
| YTD | +22.5% | +31.0% | -8.5% | +16.3% |
| 1Y | +18.2% | +52.3% | -34.1% | +9.0% |
| 3Y | +238.4% | +159.7% | +78.6% | +177.3% |
| 5Y | +550.5% | +187.7% | +362.8% | +414.4% |
| All | +1,284.9% | +386.3% | +898.6% | +899.4% |
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