+855.0%
EXPE vs EXEL
+540.0%
+315.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | +8.4% | -17.9% | -10.9% |
| 30D | -6.6% | +4.1% | -10.7% | -7.4% |
| 3M | +31.4% | +12.4% | +19.0% | +28.5% |
| 6M | +35.2% | +41.5% | -6.4% | +26.2% |
| YTD | +5.8% | +34.6% | -28.8% | -0.5% |
| 1Y | +38.7% | +57.9% | -19.2% | +26.2% |
| 3Y | +175.8% | +159.5% | +16.3% | +125.2% |
| 5Y | +111.8% | +198.5% | -86.6% | +66.7% |
| 10Y | +179.7% | +411.4% | -231.6% | +83.1% |
| All | +855.0% | +540.0% | +315.0% | +244.8% |
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 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