+210.1%
W vs EXEL
+320.7%
-110.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +6.8% | +13.1% | -6.3% | +1.7% |
| 3M | +10.7% | +36.3% | -25.7% | -2.5% |
| 6M | +86.3% | +34.5% | +51.8% | +65.3% |
| YTD | +11.5% | +57.4% | -46.0% | -7.8% |
| 1Y | +5.1% | +62.9% | -57.8% | -14.3% |
| 3Y | +171.0% | +229.5% | -58.5% | +54.4% |
| 5Y | -56.6% | +281.2% | -337.8% | -76.6% |
| All | +210.1% | +320.7% | -110.6% | +56.3% |
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