+62.5%
T vs EXEL
+320.7%
-258.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.5% | -0.8% | +3.4% | +2.6% |
| 30D | -3.8% | +13.1% | -16.9% | -5.0% |
| 3M | -8.7% | +36.3% | -45.1% | -11.6% |
| 6M | -8.1% | +34.5% | -42.6% | -11.1% |
| YTD | -6.4% | +57.4% | -63.9% | -11.3% |
| 1Y | -9.8% | +62.9% | -72.7% | -14.8% |
| 3Y | +65.5% | +229.5% | -164.0% | +41.8% |
| 5Y | +57.0% | +281.2% | -224.3% | +31.1% |
| All | +62.5% | +320.7% | -258.2% | +39.1% |
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