+109.7%
UL vs EXEL
+320.7%
-211.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +4.5% | +13.1% | -8.6% | +3.3% |
| 3M | +6.5% | +36.3% | -29.9% | +3.5% |
| 6M | +18.2% | +34.5% | -16.4% | +14.9% |
| YTD | +4.7% | +57.4% | -52.7% | +0.2% |
| 1Y | +0.8% | +62.9% | -62.2% | -3.8% |
| 3Y | +35.9% | +229.5% | -193.6% | +20.4% |
| 5Y | +33.4% | +281.2% | -247.8% | +15.8% |
| All | +109.7% | +320.7% | -211.0% | +77.7% |
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