+634.6%
XYZ vs EXEL
+363.4%
+271.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.8% |
| 7D | +12.6% | -2.4% | +15.0% | +13.6% |
| 30D | +10.8% | +17.9% | -7.1% | +5.0% |
| 3M | +8.4% | +33.3% | -24.9% | -1.5% |
| 6M | +14.3% | +46.6% | -32.2% | +0.4% |
| YTD | +31.5% | +61.0% | -29.6% | +11.1% |
| 1Y | +28.1% | +70.4% | -42.3% | +6.0% |
| 3Y | +66.2% | +236.1% | -169.9% | +2.6% |
| 5Y | -62.3% | +284.8% | -347.2% | -77.8% |
| 10Y | +634.6% | +348.4% | +286.2% | +310.6% |
| All | +634.6% | +363.4% | +271.2% | +310.6% |
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