+75.5%
EXPD vs EXEL
+227.0%
-151.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -4.0% |
| 7D | -4.8% | +3.8% | -8.6% | -5.1% |
| 30D | -1.5% | +17.8% | -19.3% | -2.8% |
| 3M | +4.1% | +21.2% | -17.1% | +2.4% |
| 6M | +24.0% | +54.7% | -30.7% | +19.2% |
| YTD | +27.4% | +56.8% | -29.4% | +22.1% |
| 1Y | +38.4% | +70.2% | -31.8% | +31.6% |
| All | +75.5% | +227.0% | -151.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling