+992.7%
C vs EXPD
+30,870.6%
-29,877.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.6% | -3.3% |
| 7D | -5.3% | -4.8% | -0.5% | -3.5% |
| 30D | -7.3% | -1.5% | -5.8% | -6.9% |
| 3M | -13.5% | +4.1% | -17.6% | -14.9% |
| 6M | -6.5% | +24.0% | -30.5% | -14.4% |
| YTD | +3.6% | +27.4% | -23.8% | -6.8% |
| 1Y | +18.9% | +38.4% | -19.5% | +3.5% |
| 3Y | +205.0% | +73.2% | +131.8% | +140.4% |
| 5Y | +109.4% | +59.9% | +49.5% | +67.8% |
| 10Y | +232.9% | +319.9% | -87.0% | +86.6% |
| All | +992.7% | +30,870.6% | -29,877.9% | +222.8% |
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