+22.2%
A vs EXPD
+53.8%
-31.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.5% |
| 7D | -2.4% | +0.3% | -2.6% | -2.4% |
| 30D | +3.6% | +1.8% | +1.7% | +3.2% |
| 3M | +27.5% | +8.9% | +18.5% | +25.4% |
| 6M | +58.5% | +42.2% | +16.2% | +46.1% |
| YTD | +31.2% | +33.4% | -2.2% | +20.1% |
| 1Y | +22.2% | +47.2% | -25.0% | +7.4% |
| All | +22.2% | +53.8% | -31.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling