+49.5%
EQT vs EXEL
+386.3%
-336.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | +1.1% | +11.9% | -10.8% | -0.7% |
| 3M | +4.8% | +9.2% | -4.4% | +3.0% |
| 6M | -10.6% | +39.1% | -49.7% | -15.7% |
| YTD | +3.4% | +31.0% | -27.6% | -1.7% |
| 1Y | +8.7% | +52.3% | -43.7% | +0.3% |
| 3Y | +35.0% | +159.7% | -124.8% | +10.6% |
| 5Y | +204.2% | +187.7% | +16.5% | +141.1% |
| All | +49.5% | +386.3% | -336.7% | +13.6% |
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