+1,449.6%
NET vs EXEL
+206.9%
+1,242.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | +8.4% | -15.4% | -9.1% |
| 30D | -4.8% | +4.1% | -8.9% | -6.1% |
| 3M | +3.8% | +12.4% | -8.6% | +0.2% |
| 6M | +50.0% | +41.5% | +8.5% | +34.4% |
| YTD | +41.5% | +34.6% | +6.8% | +28.4% |
| 1Y | +32.8% | +57.9% | -25.0% | +14.0% |
| 3Y | +335.9% | +159.5% | +176.4% | +201.7% |
| 5Y | +113.8% | +198.5% | -84.7% | +39.7% |
| All | +1,449.6% | +206.9% | +1,242.7% | +752.2% |
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