+7,232.4%
EW vs EXPD
+2,132.1%
+5,100.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| YTD | +18.3% | +27.4% | -9.1% | +10.2% |
| 1Y | +21.7% | +38.4% | -16.7% | +11.1% |
| 3Y | +50.3% | +73.2% | -22.9% | +27.6% |
| 5Y | -15.0% | +59.9% | -74.9% | -27.0% |
| 10Y | +237.5% | +319.9% | -82.5% | +130.8% |
| All | +7,232.4% | +2,132.1% | +5,100.2% | +3,401.4% |
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 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