+59.1%
T vs EXEL
+353.9%
-294.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +2.6% | -2.4% | +5.0% | +2.8% |
| 30D | -1.1% | +17.9% | -19.0% | -2.7% |
| 3M | -7.7% | +33.3% | -41.0% | -10.4% |
| 6M | -10.6% | +46.6% | -57.2% | -14.3% |
| YTD | -7.5% | +61.0% | -68.5% | -12.4% |
| 1Y | -7.4% | +70.4% | -77.9% | -13.0% |
| 3Y | +63.1% | +236.1% | -173.0% | +39.5% |
| 5Y | +55.2% | +284.8% | -229.6% | +29.5% |
| All | +59.1% | +353.9% | -294.8% | +36.6% |
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