+55.3%
O vs EXEL
+378.5%
-323.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.3% | -0.3% | -1.9% | -2.2% |
| 30D | -2.4% | +10.1% | -12.6% | -3.3% |
| 3M | -0.6% | +10.1% | -10.7% | -1.5% |
| 6M | -5.0% | +37.7% | -42.7% | -7.8% |
| YTD | +10.4% | +33.1% | -22.7% | +7.3% |
| 1Y | +6.6% | +52.4% | -45.8% | +2.2% |
| 3Y | +28.4% | +163.8% | -135.4% | +15.6% |
| 5Y | +15.3% | +198.5% | -183.2% | +1.7% |
| 10Y | +55.3% | +386.9% | -331.6% | +37.9% |
| All | +55.3% | +378.5% | -323.2% | +37.9% |
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