+301.7%
EXPD vs EXEL
+461.0%
-159.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.4% |
| 7D | -7.2% | +0.3% | -7.4% | -7.2% |
| 30D | -3.3% | +19.0% | -22.3% | -5.0% |
| 3M | +3.4% | +33.3% | -29.9% | +0.2% |
| 6M | +22.7% | +42.9% | -20.2% | +17.9% |
| YTD | +24.5% | +58.7% | -34.2% | +18.0% |
| 1Y | +38.6% | +70.5% | -31.9% | +30.4% |
| 3Y | +71.5% | +233.8% | -162.3% | +47.9% |
| 5Y | +56.2% | +259.3% | -203.1% | +32.3% |
| All | +301.7% | +461.0% | -159.4% | +237.2% |
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