+164.7%
B vs EXPD
+72.7%
+91.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.9% |
| 7D | +4.3% | -4.8% | +9.1% | +4.6% |
| 30D | -0.9% | -1.5% | +0.6% | -1.0% |
| 3M | -1.4% | +4.1% | -5.5% | -1.9% |
| 6M | +5.0% | +24.0% | -19.0% | +2.7% |
| YTD | -5.8% | +27.4% | -33.2% | -8.2% |
| 1Y | +25.6% | +38.4% | -12.8% | +21.9% |
| All | +164.7% | +72.7% | +91.9% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling