-15.0%
EW vs EXPD
+52.5%
-67.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +2.5% |
| 7D | +6.8% | -4.8% | +11.6% | +7.9% |
| 30D | +16.6% | -1.5% | +18.1% | +16.9% |
| 3M | +13.3% | +4.1% | +9.2% | +11.9% |
| 6M | +21.6% | +24.0% | -2.4% | +14.5% |
| YTD | +18.3% | +27.4% | -9.1% | +9.7% |
| 1Y | +21.7% | +38.4% | -16.7% | +10.1% |
| 3Y | +50.3% | +73.2% | -22.9% | +22.5% |
| 5Y | -15.0% | +59.9% | -74.9% | -30.6% |
| All | -15.0% | +52.5% | -67.5% | -30.6% |
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