+295.3%
ESI vs EXEL
+386.3%
-90.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.7% |
| 30D | -9.0% | +11.9% | -20.9% | -11.2% |
| 3M | -13.3% | +9.2% | -22.5% | -15.2% |
| 6M | +5.3% | +39.1% | -33.8% | -2.2% |
| YTD | +37.6% | +31.0% | +6.6% | +29.2% |
| 1Y | +33.6% | +52.3% | -18.7% | +21.1% |
| 3Y | +75.8% | +159.7% | -84.0% | +38.3% |
| 5Y | +68.6% | +187.7% | -119.1% | +27.1% |
| All | +295.3% | +386.3% | -90.9% | +138.7% |
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