+138.0%
B vs EXPD
+55.6%
+82.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +9.6% | -7.2% | +16.8% | +10.6% |
| 30D | +3.5% | -3.3% | +6.8% | +3.8% |
| 3M | -1.6% | +3.4% | -5.0% | -2.3% |
| 6M | -1.7% | +22.7% | -24.4% | -4.9% |
| YTD | -5.3% | +24.5% | -29.9% | -8.9% |
| 1Y | +27.2% | +38.6% | -11.4% | +20.6% |
| 3Y | +166.1% | +71.5% | +94.6% | +139.9% |
| All | +138.0% | +55.6% | +82.4% | +108.6% |
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