-44.9%
S vs EXEL
+292.5%
-337.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +1.4% | -2.4% | +3.8% | +2.2% |
| 30D | -10.8% | +17.9% | -28.7% | -14.5% |
| 3M | +5.4% | +33.3% | -27.9% | -2.7% |
| 6M | +41.2% | +46.6% | -5.3% | +26.3% |
| YTD | +56.2% | +61.0% | -4.8% | +34.8% |
| 1Y | +36.3% | +70.4% | -34.1% | +15.3% |
| 3Y | +49.4% | +236.1% | -186.7% | -10.6% |
| 5Y | -66.9% | +284.8% | -351.7% | -81.6% |
| All | -44.9% | +292.5% | -337.4% | -69.8% |
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