+17.1%
D vs EXPD
+39.4%
-22.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | -7.4% | +9.8% | +2.5% |
| 30D | +10.9% | -2.1% | +13.0% | +10.8% |
| 3M | +2.8% | +5.7% | -2.8% | +2.4% |
| 6M | +12.7% | +21.4% | -8.7% | +11.8% |
| YTD | +20.3% | +27.6% | -7.3% | +18.2% |
| 1Y | +17.1% | +36.1% | -19.0% | +13.4% |
| All | +17.1% | +39.4% | -22.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling