+28.0%
USFR vs EXEL
+378.5%
-350.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | +10.1% | -9.9% | +0.3% |
| 3M | +1.0% | +10.1% | -9.1% | +1.0% |
| 6M | +1.9% | +37.7% | -35.7% | +1.9% |
| YTD | +2.7% | +33.1% | -30.4% | +2.6% |
| 1Y | +4.0% | +52.4% | -48.4% | +3.9% |
| 3Y | +14.0% | +163.8% | -149.8% | +13.9% |
| 5Y | +20.4% | +198.5% | -178.1% | +20.3% |
| 10Y | +28.0% | +386.9% | -358.9% | +27.7% |
| All | +28.0% | +378.5% | -350.5% | +27.7% |
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