+14,609.3%
DE vs EXPD
+30,859.1%
-16,249.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +10.0% | -1.1% | +11.2% | +10.4% |
| 30D | +13.3% | +4.1% | +9.2% | +11.9% |
| 3M | +17.5% | +17.9% | -0.4% | +11.6% |
| 6M | +13.6% | +29.2% | -15.7% | +4.6% |
| YTD | +49.8% | +27.4% | +22.4% | +37.9% |
| 1Y | +47.9% | +56.8% | -9.0% | +27.5% |
| 3Y | +72.5% | +68.0% | +4.5% | +45.1% |
| 5Y | +90.2% | +61.9% | +28.4% | +59.0% |
| 10Y | +865.4% | +316.0% | +549.4% | +520.6% |
| All | +14,609.3% | +30,859.1% | -16,249.8% | +5,203.0% |
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