+22.7%
EXPD vs EXEL
+45.9%
-23.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -2.4% |
| 7D | -7.2% | +0.3% | -7.4% | -7.0% |
| 30D | -3.3% | +19.0% | -22.3% | -4.2% |
| 3M | +3.4% | +33.3% | -29.9% | +1.4% |
| 6M | +22.7% | +42.9% | -20.2% | +20.0% |
| All | +22.7% | +45.9% | -23.2% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling