+277.0%
IR vs EXEL
+168.9%
+108.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -15.0% | +10.1% | -25.2% | -16.4% |
| 3M | -0.4% | +10.1% | -10.5% | -2.1% |
| 6M | -15.0% | +37.7% | -52.7% | -19.6% |
| YTD | -7.1% | +33.1% | -40.1% | -11.7% |
| 1Y | -7.5% | +52.4% | -59.9% | -14.3% |
| 3Y | +6.3% | +163.8% | -157.5% | -12.0% |
| 5Y | +37.3% | +198.5% | -161.2% | +9.5% |
| All | +277.0% | +168.9% | +108.1% | +199.7% |
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