+313.8%
EXPD vs EXEL
+397.6%
-83.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.1% | +8.4% | -9.5% | -2.0% |
| 30D | +4.1% | +4.1% | 0.0% | +3.6% |
| 3M | +17.9% | +12.4% | +5.5% | +16.4% |
| 6M | +29.2% | +41.5% | -12.3% | +24.4% |
| YTD | +27.4% | +34.6% | -7.3% | +23.0% |
| 1Y | +56.8% | +57.9% | -1.0% | +48.8% |
| 3Y | +68.0% | +159.5% | -91.5% | +49.6% |
| 5Y | +61.9% | +198.5% | -136.6% | +40.4% |
| All | +313.8% | +397.6% | -83.7% | +250.3% |
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