+81.0%
F vs EXEL
+445.6%
-364.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +2.9% | +19.8% | -17.0% | -0.2% |
| 3M | -9.5% | +32.7% | -42.2% | -13.7% |
| 6M | +4.0% | +49.0% | -44.9% | -2.8% |
| YTD | -1.3% | +63.7% | -64.9% | -9.4% |
| 1Y | -1.9% | +75.8% | -77.7% | -11.1% |
| 3Y | +53.5% | +241.3% | -187.8% | +22.6% |
| 5Y | -15.1% | +289.0% | -304.2% | -34.2% |
| 10Y | +81.0% | +377.6% | -296.6% | +37.2% |
| All | +81.0% | +445.6% | -364.6% | +37.2% |
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