+122.7%
FE vs EXEL
+354.7%
-231.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.2% |
| 30D | +3.6% | +18.2% | -14.6% | +2.1% |
| 3M | +0.3% | +37.7% | -37.4% | -2.4% |
| 6M | +6.4% | +42.2% | -35.8% | +3.2% |
| YTD | +8.1% | +61.3% | -53.2% | +3.5% |
| 1Y | +4.6% | +64.5% | -59.9% | -0.1% |
| 3Y | +49.1% | +236.7% | -187.6% | +31.6% |
| 5Y | +46.1% | +296.3% | -250.2% | +25.8% |
| 10Y | +122.7% | +331.1% | -208.4% | +91.7% |
| All | +122.7% | +354.7% | -231.9% | +91.7% |
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