+2,271.9%
D vs EXPD
+30,859.1%
-28,587.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.5% | -1.1% | +2.6% | +1.6% |
| 30D | -2.6% | +4.1% | -6.7% | -3.1% |
| 3M | 0.0% | +17.9% | -17.9% | -2.1% |
| 6M | +7.4% | +29.2% | -21.9% | +3.8% |
| YTD | +15.9% | +27.4% | -11.5% | +12.0% |
| 1Y | +18.1% | +56.8% | -38.7% | +11.1% |
| 3Y | +58.4% | +68.0% | -9.7% | +47.0% |
| 5Y | +5.2% | +61.9% | -56.7% | -2.6% |
| 10Y | +35.9% | +316.0% | -280.1% | +12.5% |
| All | +2,271.9% | +30,859.1% | -28,587.2% | +1,546.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling