+466.0%
FIVE vs EXEL
+397.6%
+68.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +4.3% | +8.4% | -4.1% | +2.4% |
| 30D | +12.5% | +4.1% | +8.4% | +11.3% |
| 3M | +31.2% | +12.4% | +18.8% | +27.5% |
| 6M | +14.4% | +41.5% | -27.2% | +5.3% |
| YTD | +33.9% | +34.6% | -0.7% | +24.4% |
| 1Y | +65.1% | +57.9% | +7.2% | +47.2% |
| 3Y | +49.0% | +159.5% | -110.5% | +16.1% |
| 5Y | +30.3% | +198.5% | -168.2% | -2.6% |
| All | +466.0% | +397.6% | +68.4% | +267.5% |
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