+584.9%
XYZ vs EXEL
+320.7%
+264.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -1.1% | -0.8% | -0.2% | -0.8% |
| 30D | +11.5% | +13.1% | -1.6% | +7.2% |
| 3M | +1.8% | +36.3% | -34.5% | -8.1% |
| 6M | +21.2% | +34.5% | -13.3% | +9.6% |
| YTD | +29.9% | +57.4% | -27.5% | +10.6% |
| 1Y | +35.8% | +62.9% | -27.2% | +14.1% |
| 3Y | +62.6% | +229.5% | -166.9% | +1.1% |
| 5Y | -62.8% | +281.2% | -344.0% | -78.0% |
| All | +584.9% | +320.7% | +264.1% | +284.4% |
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