+76.4%
FDS vs EXEL
+378.5%
-302.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | -8.8% | -0.3% | -8.4% | -8.7% |
| 30D | -1.4% | +10.1% | -11.5% | -2.7% |
| 3M | +13.9% | +10.1% | +3.8% | +12.3% |
| 6M | +27.4% | +37.7% | -10.3% | +21.6% |
| YTD | -2.5% | +33.1% | -35.5% | -6.6% |
| 1Y | -23.8% | +52.4% | -76.2% | -28.6% |
| 3Y | -32.5% | +163.8% | -196.3% | -42.5% |
| 5Y | -23.2% | +198.5% | -221.7% | -36.5% |
| 10Y | +76.4% | +386.9% | -310.5% | +35.2% |
| All | +76.4% | +378.5% | -302.1% | +35.2% |
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