+129.4%
FDS vs EXEL
+325.9%
-196.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.6% | +1.6% | -4.2% | -2.8% |
| 30D | +14.1% | +17.4% | -3.3% | +11.6% |
| 3M | +19.8% | +38.6% | -18.9% | +14.4% |
| 6M | +55.0% | +41.2% | +13.8% | +47.4% |
| YTD | +15.9% | +59.3% | -43.4% | +8.0% |
| 1Y | +24.2% | +60.2% | -36.0% | +15.5% |
| 3Y | -24.0% | +232.6% | -256.6% | -37.8% |
| 5Y | -23.3% | +285.9% | -309.2% | -39.4% |
| All | +129.4% | +325.9% | -196.4% | +73.3% |
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