+82.7%
O vs EXEL
+363.4%
-280.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | +10.4% | +17.9% | -7.5% | +8.6% |
| 3M | -2.4% | +33.3% | -35.7% | -5.2% |
| 6M | -1.2% | +46.6% | -47.8% | -5.0% |
| YTD | +10.4% | +61.0% | -50.6% | +5.0% |
| 1Y | +11.4% | +70.4% | -59.0% | +5.3% |
| 3Y | +40.4% | +236.1% | -195.7% | +21.8% |
| 5Y | +12.1% | +284.8% | -272.7% | -5.1% |
| 10Y | +82.7% | +348.4% | -265.7% | +54.3% |
| All | +82.7% | +363.4% | -280.7% | +54.3% |
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