+475.8%
NDAQ vs EXEL
+363.4%
+112.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +2.9% | -2.4% | +5.2% | +3.2% |
| 30D | +17.5% | +17.9% | -0.4% | +15.0% |
| 3M | +15.4% | +33.3% | -17.8% | +11.1% |
| 6M | +24.6% | +46.6% | -21.9% | +18.3% |
| YTD | +14.4% | +61.0% | -46.6% | +6.9% |
| 1Y | +26.9% | +70.4% | -43.5% | +17.7% |
| 3Y | +119.8% | +236.1% | -116.3% | +82.4% |
| 5Y | +70.5% | +284.8% | -214.3% | +37.3% |
| 10Y | +475.8% | +348.4% | +127.4% | +354.4% |
| All | +475.8% | +363.4% | +112.4% | +354.4% |
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