+332.6%
EXPD vs EXEL
+445.6%
-113.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.4% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -1.9% | +19.8% | -21.7% | -3.8% |
| 3M | +6.1% | +32.7% | -26.6% | +2.8% |
| 6M | +21.6% | +49.0% | -27.3% | +16.2% |
| YTD | +27.9% | +63.7% | -35.8% | +20.5% |
| 1Y | +39.4% | +75.8% | -36.4% | +30.3% |
| 3Y | +72.7% | +241.3% | -168.6% | +47.6% |
| 5Y | +60.3% | +289.0% | -228.7% | +33.5% |
| 10Y | +332.6% | +377.6% | -45.0% | +251.0% |
| All | +332.6% | +445.6% | -113.0% | +251.0% |
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