+6.9%
ES vs EXPD
+27.5%
-20.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.5% | +1.7% |
| 7D | +5.9% | -4.8% | +10.7% | +5.5% |
| 30D | +10.2% | -1.5% | +11.7% | +9.8% |
| 3M | +0.4% | +4.1% | -3.7% | -0.1% |
| 6M | +6.9% | +24.0% | -17.1% | +12.4% |
| All | +6.9% | +27.5% | -20.6% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling