+3,800.0%
FIX vs EXEL
+445.6%
+3,354.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.8% |
| 7D | -7.2% | +2.3% | -9.5% | -7.5% |
| 30D | -35.1% | +19.8% | -55.0% | -37.1% |
| 3M | -34.3% | +32.7% | -67.0% | -37.6% |
| 6M | -42.9% | +49.0% | -91.9% | -47.1% |
| YTD | +19.5% | +63.7% | -44.2% | +8.5% |
| 1Y | +16.8% | +75.8% | -59.0% | +4.7% |
| 3Y | +506.7% | +241.3% | +265.4% | +373.6% |
| 5Y | +1,046.7% | +289.0% | +757.7% | +760.6% |
| 10Y | +3,800.0% | +377.6% | +3,422.3% | +2,563.8% |
| All | +3,800.0% | +445.6% | +3,354.4% | +2,563.8% |
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