-16.9%
Z vs EXEL
+354.7%
-371.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -13.1% | -2.8% | -10.2% | -12.2% |
| 30D | +5.9% | +18.2% | -12.3% | +1.3% |
| 3M | -13.7% | +37.7% | -51.4% | -20.9% |
| 6M | -27.1% | +42.2% | -69.4% | -34.0% |
| YTD | -56.8% | +61.3% | -118.1% | -62.5% |
| 1Y | -60.2% | +64.5% | -124.7% | -65.7% |
| 3Y | -19.7% | +236.7% | -256.4% | -46.1% |
| 5Y | -53.7% | +296.3% | -350.0% | -70.7% |
| 10Y | -16.9% | +331.1% | -348.0% | -52.9% |
| All | -16.9% | +354.7% | -371.5% | -52.9% |
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