+3.5%
EXC vs EXPD
+35.2%
-31.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -2.3% |
| 7D | -1.2% | -7.2% | +6.0% | -2.2% |
| 30D | +10.0% | -3.3% | +13.2% | +9.4% |
| 3M | +1.6% | +3.4% | -1.8% | +2.1% |
| 6M | +3.3% | +22.7% | -19.4% | +7.3% |
| YTD | +7.6% | +24.5% | -17.0% | +8.7% |
| 1Y | +3.5% | +38.6% | -35.2% | +2.3% |
| All | +3.5% | +35.2% | -31.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling