+115.9%
EXPE vs EXEL
+363.4%
-247.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -11.2% | -2.4% | -8.8% | -10.6% |
| 30D | -7.5% | +17.9% | -25.4% | -10.4% |
| 3M | -19.1% | +33.3% | -52.3% | -23.6% |
| 6M | +10.7% | +46.6% | -35.8% | +2.4% |
| YTD | -9.9% | +61.0% | -70.9% | -18.8% |
| 1Y | -4.6% | +70.4% | -75.1% | -15.2% |
| 3Y | +116.8% | +236.1% | -119.3% | +63.0% |
| 5Y | +38.6% | +284.8% | -246.3% | 0.0% |
| 10Y | +115.9% | +348.4% | -232.6% | +47.9% |
| All | +115.9% | +363.4% | -247.6% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling