+1,031.8%
DD vs EXPD
+30,870.6%
-29,838.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.6% | -2.5% |
| 7D | +3.1% | -4.8% | +7.9% | +4.7% |
| 30D | +8.7% | -1.5% | +10.3% | +9.3% |
| 3M | -1.2% | +4.1% | -5.3% | -2.5% |
| 6M | -1.1% | +24.0% | -25.1% | -7.6% |
| YTD | +21.7% | +27.4% | -5.7% | +12.1% |
| 1Y | +24.0% | +38.4% | -14.3% | +11.5% |
| 3Y | +75.6% | +73.2% | +2.4% | +47.6% |
| 5Y | +58.2% | +59.9% | -1.7% | +35.2% |
| 10Y | +88.0% | +319.9% | -231.9% | +23.9% |
| All | +1,031.8% | +30,870.6% | -29,838.8% | +394.9% |
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