-4.3%
M vs EXEL
+363.4%
-367.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +5.0% | -2.4% | +7.4% | +5.5% |
| 30D | +10.6% | +17.9% | -7.3% | +7.5% |
| 3M | +1.6% | +33.3% | -31.7% | -3.5% |
| 6M | +30.8% | +46.6% | -15.7% | +22.1% |
| YTD | +16.9% | +61.0% | -44.1% | +7.0% |
| 1Y | +26.3% | +70.4% | -44.2% | +14.3% |
| 3Y | +158.6% | +236.1% | -77.5% | +104.0% |
| 5Y | +2.1% | +284.8% | -282.8% | -21.7% |
| 10Y | -4.3% | +348.4% | -352.7% | -31.5% |
| All | -4.3% | +363.4% | -367.8% | -31.5% |
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