+152.1%
EXE vs EXEL
+204.2%
-52.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.5% | -2.8% | +4.3% | +1.8% |
| 30D | -0.2% | +18.2% | -18.4% | -2.1% |
| 3M | -9.2% | +37.7% | -47.0% | -12.5% |
| 6M | -7.2% | +42.2% | -49.5% | -11.3% |
| YTD | -18.3% | +61.3% | -79.6% | -23.4% |
| 1Y | -23.6% | +64.5% | -88.1% | -28.6% |
| 3Y | +21.9% | +236.7% | -214.7% | -2.8% |
| 5Y | +73.7% | +296.3% | -222.6% | +31.6% |
| All | +152.1% | +204.2% | -52.1% | +95.5% |
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