+476.0%
A vs EXPD
+2,349.2%
-1,873.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | +6.9% | +4.1% | +2.8% | +5.0% |
| 3M | +9.2% | +17.9% | -8.7% | +1.3% |
| 6M | +25.7% | +29.2% | -3.5% | +11.4% |
| YTD | +11.5% | +27.4% | -15.8% | -1.3% |
| 1Y | +18.4% | +56.8% | -38.5% | -5.0% |
| 3Y | +26.6% | +68.0% | -41.4% | -2.4% |
| 5Y | -12.8% | +61.9% | -74.7% | -32.9% |
| 10Y | +247.2% | +316.0% | -68.8% | +74.2% |
| All | +476.0% | +2,349.2% | -1,873.2% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling