+153.4%
EXE vs EXEL
+196.9%
-43.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +5.3% | -0.8% | +6.1% | +5.4% |
| 30D | -2.2% | +13.1% | -15.3% | -3.6% |
| 3M | -5.9% | +36.3% | -42.2% | -9.2% |
| 6M | -5.7% | +34.5% | -40.2% | -9.2% |
| YTD | -17.8% | +57.4% | -75.3% | -22.8% |
| 1Y | -23.1% | +62.9% | -86.1% | -28.2% |
| 3Y | +21.2% | +229.5% | -208.3% | -3.2% |
| 5Y | +78.8% | +281.2% | -202.4% | +36.3% |
| All | +153.4% | +196.9% | -43.5% | +97.1% |
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