-37.8%
U vs EXEL
+116.1%
-153.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -1.3% | +10.1% | -11.4% | -4.5% |
| 3M | +49.6% | +10.1% | +39.5% | +43.9% |
| 6M | +100.2% | +37.7% | +62.5% | +76.8% |
| YTD | -3.7% | +33.1% | -36.8% | -14.2% |
| 1Y | -6.5% | +52.4% | -58.9% | -21.1% |
| 3Y | +12.9% | +163.8% | -150.9% | -27.9% |
| 5Y | -68.3% | +198.5% | -266.8% | -81.1% |
| All | -37.8% | +116.1% | -153.9% | -61.9% |
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