+43.6%
EWZ vs EXEL
+461.0%
-417.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | -24.5% | +19.0% | -43.6% | -26.5% |
| 3M | -10.7% | +33.3% | -44.0% | -14.4% |
| 6M | -19.1% | +42.9% | -61.9% | -23.5% |
| YTD | +1.6% | +58.7% | -57.1% | -5.6% |
| 1Y | +4.3% | +70.5% | -66.2% | -4.2% |
| 3Y | +19.0% | +233.8% | -214.9% | -4.0% |
| 5Y | +57.7% | +259.3% | -201.7% | +23.6% |
| All | +43.6% | +461.0% | -417.5% | +20.5% |
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