+514.0%
NOW vs EXEL
+320.7%
+193.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -27.0% | +13.1% | -40.1% | -28.7% |
| 3M | -19.6% | +36.3% | -56.0% | -24.5% |
| 6M | +17.5% | +34.5% | -17.1% | +10.2% |
| YTD | -33.3% | +57.4% | -90.7% | -39.7% |
| 1Y | -39.8% | +62.9% | -102.8% | -46.2% |
| 3Y | -19.9% | +229.5% | -249.4% | -41.1% |
| 5Y | -26.1% | +281.2% | -307.3% | -48.1% |
| All | +514.0% | +320.7% | +193.2% | +287.3% |
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