+39.5%
EXPE vs EXEL
+260.1%
-220.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -5.2% |
| 7D | -9.3% | +0.3% | -9.6% | -9.2% |
| 30D | +0.1% | +19.0% | -18.9% | -3.6% |
| 3M | -15.3% | +33.3% | -48.6% | -20.6% |
| 6M | +5.5% | +42.9% | -37.4% | -2.9% |
| YTD | -8.0% | +58.7% | -66.7% | -17.8% |
| 1Y | +18.9% | +70.5% | -51.6% | +4.0% |
| 3Y | +135.5% | +233.8% | -98.3% | +63.5% |
| All | +39.5% | +260.1% | -220.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling