+30.2%
EXC vs EXPD
+72.7%
-42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.5% |
| 7D | +1.4% | -4.8% | +6.1% | +1.2% |
| 30D | +11.6% | -1.5% | +13.2% | +11.6% |
| 3M | +2.7% | +4.1% | -1.5% | +2.7% |
| 6M | +2.7% | +24.0% | -21.3% | +3.1% |
| YTD | +9.7% | +27.4% | -17.7% | +9.6% |
| 1Y | +4.5% | +38.4% | -33.8% | +3.8% |
| All | +30.2% | +72.7% | -42.5% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling