+2,408.8%
D vs EXPD
+30,870.6%
-28,461.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.4% |
| 7D | +6.9% | -4.8% | +11.7% | +7.5% |
| 30D | +12.3% | -1.5% | +13.9% | +12.5% |
| 3M | +3.0% | +4.1% | -1.1% | +2.4% |
| 6M | +12.8% | +24.0% | -11.2% | +9.6% |
| YTD | +22.6% | +27.4% | -4.8% | +18.3% |
| 1Y | +21.7% | +38.4% | -16.7% | +16.2% |
| 3Y | +83.9% | +73.2% | +10.7% | +70.0% |
| 5Y | +14.0% | +59.9% | -45.9% | +5.7% |
| 10Y | +45.6% | +319.9% | -274.4% | +20.4% |
| All | +2,408.8% | +30,870.6% | -28,461.8% | +1,639.6% |
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