+714.7%
B vs EXPD
+30,870.6%
-30,155.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.9% |
| 7D | +4.3% | -4.8% | +9.1% | +4.7% |
| 30D | -0.9% | -1.5% | +0.6% | -0.9% |
| 3M | -1.4% | +4.1% | -5.5% | -1.7% |
| 6M | +5.0% | +24.0% | -19.0% | +3.1% |
| YTD | -5.8% | +27.4% | -33.2% | -7.9% |
| 1Y | +25.6% | +38.4% | -12.8% | +22.1% |
| 3Y | +161.6% | +73.2% | +88.4% | +148.6% |
| 5Y | +135.2% | +59.9% | +75.4% | +123.9% |
| 10Y | +170.7% | +319.9% | -149.2% | +138.2% |
| All | +714.7% | +30,870.6% | -30,155.9% | +530.3% |
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