+84.8%
DE vs EXPD
+68.8%
+16.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.0% |
| 7D | -0.6% | -7.2% | +6.6% | +1.9% |
| 30D | +2.3% | -3.3% | +5.5% | +3.3% |
| 3M | +9.5% | +3.4% | +6.1% | +7.9% |
| 6M | +14.1% | +22.7% | -8.6% | +5.3% |
| YTD | +45.4% | +24.5% | +20.9% | +32.0% |
| 1Y | +42.9% | +38.6% | +4.2% | +23.4% |
| 3Y | +84.8% | +71.5% | +13.3% | +38.1% |
| All | +84.8% | +68.8% | +16.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling