-21.4%
DOW vs EXPD
+75.1%
-96.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +2.3% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | +15.7% | +0.6% | +15.1% | +15.4% |
| 3M | +5.3% | +9.8% | -4.5% | +1.2% |
| 6M | -14.2% | +25.8% | -40.0% | -22.5% |
| YTD | +43.9% | +31.3% | +12.6% | +25.9% |
| 1Y | +53.1% | +40.9% | +12.1% | +28.8% |
| All | -21.4% | +75.1% | -96.5% | -45.3% |
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