+85.6%
ES vs EXEL
+445.6%
-359.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.3% |
| 30D | +5.7% | +19.8% | -14.1% | +4.5% |
| 3M | -2.8% | +32.7% | -35.5% | -4.5% |
| 6M | +7.0% | +49.0% | -42.0% | +4.3% |
| YTD | +6.8% | +63.7% | -56.9% | +3.3% |
| 1Y | -0.5% | +75.8% | -76.3% | -4.1% |
| 3Y | +47.2% | +241.3% | -194.1% | +35.0% |
| 5Y | +2.3% | +289.0% | -286.8% | -7.5% |
| 10Y | +85.6% | +377.6% | -292.0% | +74.3% |
| All | +85.6% | +445.6% | -359.9% | +74.3% |
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