+1,381.0%
NET vs EXEL
+278.3%
+1,102.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -16.4% | +9.8% | -26.1% | -18.5% |
| 30D | -25.8% | +23.6% | -49.5% | -30.1% |
| 3M | -11.5% | +29.9% | -41.4% | -18.0% |
| 6M | +18.9% | +64.7% | -45.8% | +2.4% |
| YTD | +35.2% | +66.0% | -30.8% | +15.8% |
| 1Y | +14.5% | +92.0% | -77.5% | -6.4% |
| 3Y | +313.8% | +246.4% | +67.4% | +163.5% |
| 5Y | +32.6% | +284.3% | -251.7% | -18.6% |
| All | +1,381.0% | +278.3% | +1,102.7% | +668.4% |
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