-0.9%
Z vs EXEL
+400.1%
-401.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.0% | +8.4% | -11.4% | -5.0% |
| 30D | -4.2% | +4.1% | -8.3% | -5.2% |
| 3M | -3.7% | +12.4% | -16.1% | -6.7% |
| 6M | -24.5% | +41.5% | -66.1% | -31.4% |
| YTD | -49.3% | +34.6% | -83.9% | -53.5% |
| 1Y | -58.7% | +57.9% | -116.5% | -63.8% |
| 3Y | -34.1% | +159.5% | -193.6% | -51.1% |
| 5Y | -64.5% | +198.5% | -263.0% | -74.7% |
| All | -0.9% | +400.1% | -401.0% | -31.9% |
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