+217.0%
W vs EXEL
+363.4%
-146.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.1% |
| 7D | +1.1% | -2.4% | +3.5% | +2.2% |
| 30D | +6.4% | +17.9% | -11.5% | -0.4% |
| 3M | +9.0% | +33.3% | -24.3% | -3.1% |
| 6M | +69.8% | +46.6% | +23.3% | +45.4% |
| YTD | +12.1% | +61.0% | -49.0% | -8.1% |
| 1Y | 0.0% | +70.4% | -70.4% | -19.9% |
| 3Y | +160.3% | +236.1% | -75.8% | +47.2% |
| 5Y | -53.3% | +284.8% | -338.1% | -74.9% |
| 10Y | +217.0% | +348.4% | -131.5% | +58.8% |
| All | +217.0% | +363.4% | -146.5% | +58.8% |
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