+2,704.1%
EXPD vs EXEL
+334.5%
+2,369.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.7% |
| 7D | -4.8% | +3.8% | -8.6% | -5.3% |
| 30D | -1.5% | +17.8% | -19.3% | -3.6% |
| 3M | +4.1% | +21.2% | -17.1% | +1.4% |
| 6M | +24.0% | +54.7% | -30.7% | +16.7% |
| YTD | +27.4% | +56.8% | -29.4% | +19.4% |
| 1Y | +38.4% | +70.2% | -31.8% | +28.2% |
| 3Y | +73.2% | +227.2% | -154.0% | +44.6% |
| 5Y | +59.9% | +254.9% | -195.1% | +30.4% |
| 10Y | +319.9% | +476.9% | -157.0% | +197.2% |
| All | +2,704.1% | +334.5% | +2,369.5% | +1,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling