+634.6%
P vs EXEL
+320.7%
+313.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +11.6% | -0.8% | +12.4% | +11.9% |
| 30D | -23.7% | +13.1% | -36.8% | -25.7% |
| 3M | -8.0% | +36.3% | -44.3% | -14.3% |
| 6M | +27.9% | +34.5% | -6.6% | +18.6% |
| YTD | +61.2% | +57.4% | +3.7% | +43.4% |
| 1Y | +28.6% | +62.9% | -34.3% | +13.2% |
| 3Y | +200.5% | +229.5% | -29.0% | +111.9% |
| 5Y | +282.9% | +281.2% | +1.7% | +155.3% |
| All | +634.6% | +320.7% | +313.9% | +355.4% |
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