+261.5%
RF vs EXEL
+445.6%
-184.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.6% |
| 7D | -0.1% | +2.3% | -2.4% | -0.6% |
| 30D | +7.0% | +19.8% | -12.8% | +3.2% |
| 3M | -7.0% | +32.7% | -39.7% | -12.2% |
| 6M | +6.8% | +49.0% | -42.2% | -1.9% |
| YTD | +9.9% | +63.7% | -53.8% | -1.4% |
| 1Y | +21.1% | +75.8% | -54.7% | +7.0% |
| 3Y | +119.6% | +241.3% | -121.7% | +63.9% |
| 5Y | +46.2% | +289.0% | -242.9% | +3.8% |
| 10Y | +261.5% | +377.6% | -116.1% | +135.8% |
| All | +261.5% | +445.6% | -184.0% | +135.8% |
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