+6,438.2%
EW vs EXPD
+2,131.3%
+4,306.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +1.0% | +4.1% | -3.0% | 0.0% |
| 3M | +2.8% | +17.9% | -15.1% | -1.5% |
| 6M | +5.5% | +29.2% | -23.7% | -1.5% |
| YTD | +5.5% | +27.4% | -21.9% | -1.5% |
| 1Y | +11.0% | +56.8% | -45.8% | -1.8% |
| 3Y | +17.7% | +68.0% | -50.3% | +0.9% |
| 5Y | -25.7% | +61.9% | -87.6% | -36.4% |
| 10Y | +132.8% | +316.0% | -183.2% | +59.8% |
| All | +6,438.2% | +2,131.3% | +4,306.9% | +3,028.1% |
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