+69.9%
EXPD vs EXEL
+236.1%
-166.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -7.4% | -2.4% | -5.0% | -7.2% |
| 30D | -2.1% | +17.9% | -20.0% | -3.5% |
| 3M | +5.7% | +33.3% | -27.6% | +3.0% |
| 6M | +21.4% | +46.6% | -25.2% | +17.2% |
| YTD | +27.6% | +61.0% | -33.4% | +21.9% |
| 1Y | +36.1% | +70.4% | -34.3% | +29.3% |
| 3Y | +69.9% | +236.1% | -166.2% | +49.2% |
| All | +69.9% | +236.1% | -166.2% | +49.2% |
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 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