+47.2%
EXPD vs EXEL
+92.4%
-45.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +0.3% | +9.8% | -9.5% | -0.5% |
| 30D | +1.8% | +23.6% | -21.8% | +0.2% |
| 3M | +8.9% | +29.9% | -21.0% | +6.7% |
| 6M | +42.2% | +64.7% | -22.5% | +36.2% |
| YTD | +33.4% | +66.0% | -32.6% | +26.8% |
| 1Y | +47.2% | +92.0% | -44.8% | +34.5% |
| All | +47.2% | +92.4% | -45.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling