+1.9%
ES vs EXPD
+60.8%
-58.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.9% | -7.4% | +8.3% | +2.4% |
| 30D | +5.9% | -2.1% | +8.0% | +6.2% |
| 3M | -1.0% | +5.7% | -6.7% | -2.4% |
| 6M | +7.2% | +21.4% | -14.2% | +2.4% |
| YTD | +7.0% | +27.6% | -20.6% | +0.2% |
| 1Y | +0.5% | +36.1% | -35.7% | -7.6% |
| 3Y | +48.7% | +69.9% | -21.2% | +26.9% |
| 5Y | +1.9% | +59.7% | -57.7% | -11.5% |
| All | +1.9% | +60.8% | -58.9% | -11.5% |
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