+101.0%
AR vs EXPD
+63.3%
+37.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +6.4% | +3.6% | +2.8% | +5.3% |
| 30D | +3.1% | +0.3% | +2.8% | +3.0% |
| 3M | +3.3% | +6.1% | -2.8% | +1.4% |
| 6M | +6.6% | +27.4% | -20.8% | -1.3% |
| YTD | +12.3% | +32.0% | -19.7% | +2.0% |
| 1Y | +12.3% | +40.5% | -28.2% | -0.4% |
| 3Y | +50.4% | +75.7% | -25.2% | +19.5% |
| 5Y | +101.0% | +61.7% | +39.3% | +63.6% |
| All | +101.0% | +63.3% | +37.7% | +63.6% |
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