+0.5%
M vs EXEL
+445.6%
-445.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.1% | +5.0% | +7.6% |
| 7D | +2.5% | +2.3% | +0.3% | +2.2% |
| 30D | +10.1% | +19.8% | -9.8% | +6.6% |
| 3M | -0.9% | +32.7% | -33.6% | -5.8% |
| 6M | +30.2% | +49.0% | -18.8% | +21.0% |
| YTD | +16.3% | +63.7% | -47.4% | +6.1% |
| 1Y | +27.0% | +75.8% | -48.8% | +14.3% |
| 3Y | +154.5% | +241.3% | -86.8% | +99.8% |
| 5Y | -1.1% | +289.0% | -290.1% | -24.4% |
| 10Y | +0.5% | +377.6% | -377.1% | -29.4% |
| All | +0.5% | +445.6% | -445.1% | -29.4% |
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