+135.5%
EXPE vs EXEL
+231.1%
-95.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -5.1% |
| 7D | -9.3% | +0.3% | -9.6% | -9.2% |
| 30D | +0.1% | +19.0% | -18.9% | -2.3% |
| 3M | -15.3% | +33.3% | -48.6% | -18.7% |
| 6M | +5.5% | +42.9% | -37.4% | +0.3% |
| YTD | -8.0% | +58.7% | -66.7% | -14.3% |
| 1Y | +18.9% | +70.5% | -51.6% | +9.3% |
| 3Y | +135.5% | +233.8% | -98.3% | +103.8% |
| All | +135.5% | +231.1% | -95.6% | +103.8% |
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