-54.3%
S vs EXEL
+220.7%
-275.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -5.8% | +1.4% | -7.2% | -6.2% |
| 30D | -9.2% | +6.7% | -15.9% | -11.1% |
| 3M | +23.4% | +11.5% | +11.9% | +19.0% |
| 6M | +36.9% | +38.8% | -1.9% | +23.0% |
| YTD | +29.5% | +31.6% | -2.0% | +17.9% |
| 1Y | +5.4% | +53.0% | -47.6% | -9.4% |
| 3Y | +14.7% | +160.8% | -146.1% | -26.1% |
| 5Y | -71.5% | +190.1% | -261.6% | -83.3% |
| All | -54.3% | +220.7% | -275.0% | -73.6% |
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