+63.3%
UL vs EXEL
+386.3%
-322.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.8% |
| 30D | -1.2% | +11.9% | -13.1% | -2.1% |
| 3M | +6.0% | +9.2% | -3.2% | +5.2% |
| 6M | -5.5% | +39.1% | -44.6% | -8.1% |
| YTD | -3.3% | +31.0% | -34.4% | -5.7% |
| 1Y | -9.8% | +52.3% | -62.1% | -13.1% |
| 3Y | +20.1% | +159.7% | -139.6% | +9.8% |
| 5Y | +19.2% | +187.7% | -168.5% | +7.1% |
| All | +63.3% | +386.3% | -322.9% | +45.0% |
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