+686.6%
P vs EXEL
+461.0%
+225.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.3% |
| 7D | -23.8% | +0.3% | -24.1% | -23.7% |
| 30D | -36.6% | +19.0% | -55.7% | -39.1% |
| 3M | +10.9% | +33.3% | -22.4% | +3.7% |
| 6M | +30.0% | +42.9% | -12.9% | +18.9% |
| YTD | +44.4% | +58.7% | -14.3% | +28.2% |
| 1Y | +3.9% | +70.5% | -66.6% | -9.5% |
| 3Y | +176.6% | +233.8% | -57.2% | +94.6% |
| 5Y | +249.3% | +259.3% | -10.1% | +136.7% |
| All | +686.6% | +461.0% | +225.5% | +338.1% |
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