+239.8%
RF vs EXEL
+363.4%
-123.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | +6.2% | +17.9% | -11.7% | +2.8% |
| 3M | -7.8% | +33.3% | -41.1% | -13.0% |
| 6M | +5.9% | +46.6% | -40.6% | -2.3% |
| YTD | +9.0% | +61.0% | -52.0% | -1.8% |
| 1Y | +19.3% | +70.4% | -51.2% | +6.1% |
| 3Y | +116.4% | +236.1% | -119.7% | +62.3% |
| 5Y | +46.0% | +284.8% | -238.8% | +4.2% |
| 10Y | +239.8% | +348.4% | -108.6% | +126.9% |
| All | +239.8% | +363.4% | -123.6% | +126.9% |
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