+380.3%
NDAQ vs EXEL
+378.5%
+1.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -1.5% | +10.1% | -11.6% | -2.7% |
| 3M | +8.0% | +10.1% | -2.0% | +6.6% |
| 6M | +7.7% | +37.7% | -29.9% | +3.1% |
| YTD | -2.3% | +33.1% | -35.4% | -6.3% |
| 1Y | +0.6% | +52.4% | -51.8% | -5.4% |
| 3Y | +90.9% | +163.8% | -72.9% | +64.4% |
| 5Y | +52.5% | +198.5% | -146.1% | +27.7% |
| 10Y | +380.3% | +386.9% | -6.6% | +275.6% |
| All | +380.3% | +378.5% | +1.8% | +275.6% |
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