+162.4%
ALL vs EXPD
+60.9%
+101.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +5.0% | +5.5% | -0.5% | +4.0% |
| 30D | +13.3% | -0.8% | +14.1% | +13.4% |
| 3M | +3.2% | +4.1% | -1.0% | +2.3% |
| 6M | +25.3% | +25.7% | -0.3% | +19.8% |
| YTD | +30.5% | +31.4% | -1.0% | +22.6% |
| 1Y | +29.2% | +42.2% | -13.0% | +19.1% |
| 3Y | +119.1% | +77.2% | +41.9% | +87.8% |
| All | +162.4% | +60.9% | +101.6% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling