+1,044.2%
DD vs EXPD
+30,172.0%
-29,127.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.8% |
| 7D | +4.6% | -7.2% | +11.8% | +7.0% |
| 30D | +11.8% | -3.3% | +15.0% | +12.9% |
| 3M | +2.2% | +3.4% | -1.2% | +1.0% |
| 6M | -1.6% | +22.7% | -24.3% | -7.8% |
| YTD | +23.0% | +24.5% | -1.5% | +14.1% |
| 1Y | +26.9% | +38.6% | -11.7% | +14.0% |
| 3Y | +77.9% | +71.5% | +6.4% | +49.9% |
| 5Y | +59.9% | +56.2% | +3.6% | +37.6% |
| 10Y | +90.1% | +310.5% | -220.4% | +26.1% |
| All | +1,044.2% | +30,172.0% | -29,127.8% | +403.6% |
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