+183.8%
EXC vs EXEL
+445.6%
-261.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.2% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | +9.3% | +19.8% | -10.5% | +7.8% |
| 3M | +1.0% | +32.7% | -31.6% | -1.2% |
| 6M | +5.9% | +49.0% | -43.0% | +2.6% |
| YTD | +7.6% | +63.7% | -56.0% | +3.3% |
| 1Y | +2.4% | +75.8% | -73.4% | -2.3% |
| 3Y | +30.2% | +241.3% | -211.0% | +15.6% |
| 5Y | +41.4% | +289.0% | -247.7% | +22.9% |
| 10Y | +183.8% | +377.6% | -193.9% | +155.5% |
| All | +183.8% | +445.6% | -261.8% | +155.5% |
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