+376.8%
V vs EXEL
+380.2%
-3.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +1.9% | +6.7% | -4.8% | +0.8% |
| 3M | +15.5% | +11.5% | +4.1% | +13.3% |
| 6M | +16.6% | +38.8% | -22.2% | +10.1% |
| YTD | +5.7% | +31.6% | -25.8% | +0.5% |
| 1Y | +8.6% | +53.0% | -44.5% | +0.3% |
| 3Y | +52.5% | +160.8% | -108.3% | +26.7% |
| 5Y | +67.1% | +190.1% | -123.0% | +34.7% |
| 10Y | +376.8% | +367.0% | +9.8% | +265.8% |
| All | +376.8% | +380.2% | -3.4% | +265.8% |
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