+109.4%
C vs EXPD
+52.5%
+56.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.6% | -3.2% |
| 7D | -5.3% | -4.8% | -0.5% | -3.4% |
| 30D | -7.3% | -1.5% | -5.8% | -6.8% |
| 3M | -13.5% | +4.1% | -17.6% | -15.0% |
| 6M | -6.5% | +24.0% | -30.5% | -14.9% |
| YTD | +3.6% | +27.4% | -23.8% | -7.6% |
| 1Y | +18.9% | +38.4% | -19.5% | +2.2% |
| 3Y | +205.0% | +73.2% | +131.8% | +132.3% |
| 5Y | +109.4% | +59.9% | +49.5% | +50.1% |
| All | +109.4% | +52.5% | +56.9% | +50.1% |
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