+2.1%
ES vs EXPD
+35.2%
-33.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.9% |
| 7D | +1.9% | -7.2% | +9.0% | +1.8% |
| 30D | +7.1% | -3.3% | +10.3% | +6.9% |
| 3M | -1.9% | +3.4% | -5.3% | -2.2% |
| 6M | +4.4% | +22.7% | -18.3% | +3.9% |
| YTD | +7.3% | +24.5% | -17.2% | +4.0% |
| 1Y | +2.1% | +38.6% | -36.5% | -8.2% |
| All | +2.1% | +35.2% | -33.0% | -8.2% |
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