+105.5%
B vs EXPD
+60.9%
+44.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -7.3% | +5.5% | -12.8% | -8.0% |
| 30D | -3.3% | -0.8% | -2.5% | -3.4% |
| 3M | -7.8% | +4.1% | -11.9% | -8.5% |
| 6M | -15.5% | +25.7% | -41.2% | -18.5% |
| YTD | -12.3% | +31.4% | -43.7% | -16.2% |
| 1Y | +5.4% | +42.2% | -36.8% | -0.5% |
| 3Y | +165.5% | +77.2% | +88.3% | +138.7% |
| All | +105.5% | +60.9% | +44.7% | +77.6% |
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