+135.2%
B vs EXPD
+52.5%
+82.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.1% |
| 7D | +4.3% | -4.8% | +9.1% | +4.9% |
| 30D | -0.9% | -1.5% | +0.6% | -0.9% |
| 3M | -1.4% | +4.1% | -5.5% | -2.1% |
| 6M | +5.0% | +24.0% | -19.0% | +1.5% |
| YTD | -5.8% | +27.4% | -33.2% | -9.7% |
| 1Y | +25.6% | +38.4% | -12.8% | +19.1% |
| 3Y | +161.6% | +73.2% | +88.4% | +135.8% |
| 5Y | +135.2% | +59.9% | +75.4% | +105.6% |
| All | +135.2% | +52.5% | +82.7% | +105.6% |
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