+122.2%
ALL vs EXPD
+61.6%
+60.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | 0.0% | -1.1% | +1.2% | +0.2% |
| 30D | -1.5% | +4.1% | -5.6% | -2.2% |
| 3M | +23.6% | +17.9% | +5.7% | +19.8% |
| 6M | +22.3% | +29.2% | -6.9% | +16.3% |
| YTD | +26.5% | +27.4% | -0.8% | +19.9% |
| 1Y | +27.0% | +56.8% | -29.8% | +14.2% |
| 3Y | +149.6% | +68.0% | +81.5% | +117.6% |
| All | +122.2% | +61.6% | +60.7% | +88.0% |
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