-30.1%
AR vs EXPD
+431.8%
-461.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -0.8% |
| 7D | -11.7% | -4.8% | -6.9% | -9.7% |
| 30D | +1.8% | -1.5% | +3.4% | +2.5% |
| 3M | +6.0% | +4.1% | +1.9% | +3.7% |
| 6M | -7.0% | +24.0% | -31.0% | -16.5% |
| YTD | +5.6% | +27.4% | -21.8% | -7.7% |
| 1Y | +10.8% | +38.4% | -27.6% | -7.3% |
| 3Y | +19.3% | +73.2% | -53.9% | -14.2% |
| 5Y | +73.3% | +59.9% | +13.5% | +27.5% |
| 10Y | +47.6% | +319.9% | -272.3% | -32.4% |
| All | -30.1% | +431.8% | -461.8% | -69.4% |
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 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