-3.4%
M vs EXEL
+380.2%
-383.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | -11.6% | +6.7% | -18.3% | -12.6% |
| 3M | +1.6% | +11.5% | -9.8% | -0.4% |
| 6M | +25.2% | +38.8% | -13.6% | +18.1% |
| YTD | +3.8% | +31.6% | -27.8% | -1.5% |
| 1Y | +36.3% | +53.0% | -16.7% | +25.9% |
| 3Y | +116.3% | +160.8% | -44.5% | +79.2% |
| 5Y | +28.2% | +190.1% | -161.9% | +3.2% |
| 10Y | -3.4% | +367.0% | -370.4% | -30.0% |
| All | -3.4% | +380.2% | -383.6% | -30.0% |
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