+36.4%
EXPD vs EXEL
+74.8%
-38.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.4% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -1.9% | +19.8% | -21.7% | -3.1% |
| 3M | +6.1% | +32.7% | -26.6% | +3.9% |
| 6M | +21.6% | +49.0% | -27.3% | +18.0% |
| YTD | +27.9% | +63.7% | -35.8% | +22.1% |
| All | +36.4% | +74.8% | -38.4% | +27.5% |
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