+192.7%
EXC vs EXEL
+325.9%
-133.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -1.9% | +1.6% | -3.6% | -2.1% |
| 30D | +7.8% | +17.4% | -9.6% | +6.4% |
| 3M | +1.9% | +38.6% | -36.8% | -0.7% |
| 6M | +3.4% | +41.2% | -37.8% | +0.5% |
| YTD | +7.6% | +59.3% | -51.8% | +3.4% |
| 1Y | +2.1% | +60.2% | -58.1% | -2.0% |
| 3Y | +29.6% | +232.6% | -203.0% | +15.0% |
| 5Y | +39.5% | +285.9% | -246.4% | +21.1% |
| All | +192.7% | +325.9% | -133.2% | +158.7% |
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