-32.8%
EFX vs EXPD
+61.6%
-94.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | -8.6% | -1.1% | -7.5% | -8.1% |
| 30D | +0.1% | +4.1% | -4.0% | -2.0% |
| 3M | +3.8% | +17.9% | -14.1% | -5.0% |
| 6M | -13.5% | +29.2% | -42.7% | -24.9% |
| YTD | -17.7% | +27.4% | -45.0% | -28.7% |
| 1Y | -25.6% | +56.8% | -82.4% | -43.2% |
| 3Y | -12.1% | +68.0% | -80.1% | -36.9% |
| All | -32.8% | +61.6% | -94.4% | -51.3% |
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 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