+42.2%
EXPD vs EXEL
+60.1%
-17.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +5.5% | -0.8% | +6.3% | +5.6% |
| 30D | -0.8% | +13.1% | -13.9% | -1.5% |
| 3M | +4.1% | +36.3% | -32.2% | +1.8% |
| 6M | +25.7% | +34.5% | -8.9% | +23.1% |
| YTD | +31.4% | +57.4% | -26.0% | +26.1% |
| 1Y | +42.2% | +62.9% | -20.7% | +34.5% |
| All | +42.2% | +60.1% | -17.9% | +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