+927.6%
DD vs EXPD
+30,859.1%
-29,931.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | -10.3% | +4.1% | -14.4% | -11.4% |
| 3M | -7.5% | +17.9% | -25.4% | -12.2% |
| 6M | -8.0% | +29.2% | -37.2% | -15.1% |
| YTD | +10.5% | +27.4% | -16.9% | +1.9% |
| 1Y | +38.3% | +56.8% | -18.6% | +19.8% |
| 3Y | +42.5% | +68.0% | -25.6% | +20.8% |
| 5Y | +60.2% | +61.9% | -1.7% | +36.2% |
| 10Y | +68.9% | +316.0% | -247.1% | +11.6% |
| All | +927.6% | +30,859.1% | -29,931.5% | +349.6% |
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