+1,247.8%
ES vs EXPD
+32,316.9%
-31,069.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.5% |
| 7D | +5.3% | +0.3% | +5.0% | +5.3% |
| 30D | +8.9% | +1.8% | +7.1% | +8.6% |
| 3M | -1.9% | +8.9% | -10.9% | -3.2% |
| 6M | +3.9% | +42.2% | -38.3% | -1.3% |
| YTD | +8.3% | +33.4% | -25.1% | +3.4% |
| 1Y | -0.1% | +47.2% | -47.3% | -5.9% |
| 3Y | +46.0% | +81.3% | -35.3% | +33.0% |
| 5Y | +3.1% | +60.2% | -57.1% | -5.3% |
| 10Y | +88.4% | +339.5% | -251.1% | +51.5% |
| All | +1,247.8% | +32,316.9% | -31,069.0% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling