-27.5%
DOW vs EXPD
+60.9%
-88.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.2% | +5.5% | -0.3% | +3.0% |
| 30D | +13.2% | -0.8% | +14.0% | +13.5% |
| 3M | +10.1% | +4.1% | +5.9% | +8.0% |
| 6M | -13.1% | +25.7% | -38.7% | -21.6% |
| YTD | +46.1% | +31.4% | +14.7% | +27.6% |
| 1Y | +50.0% | +42.2% | +7.8% | +26.2% |
| 3Y | -20.2% | +77.2% | -97.4% | -40.7% |
| All | -27.5% | +60.9% | -88.4% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling