-6.1%
EFX vs EXPD
+35.2%
-41.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | +2.7% | -7.2% | +9.9% | +4.6% |
| 30D | +33.1% | -3.3% | +36.4% | +34.0% |
| 3M | +8.2% | +3.4% | +4.8% | +6.9% |
| 6M | +10.2% | +22.7% | -12.5% | +3.6% |
| YTD | -11.8% | +24.5% | -36.4% | -17.5% |
| 1Y | -6.1% | +38.6% | -44.7% | -15.9% |
| All | -6.1% | +35.2% | -41.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling