+130.4%
EXPE vs EXEL
+325.9%
-195.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -4.2% | +1.6% | -5.8% | -4.5% |
| 30D | -4.5% | +17.4% | -21.9% | -7.5% |
| 3M | -19.7% | +38.6% | -58.3% | -24.8% |
| 6M | +18.3% | +41.2% | -22.9% | +10.2% |
| YTD | -7.3% | +59.3% | -66.7% | -16.3% |
| 1Y | -3.9% | +60.2% | -64.1% | -13.5% |
| 3Y | +123.0% | +232.6% | -109.6% | +67.8% |
| 5Y | +47.9% | +285.9% | -237.9% | +6.6% |
| All | +130.4% | +325.9% | -195.5% | +56.6% |
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