+2,502.2%
EXC vs EXPD
+30,870.6%
-28,368.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.3% |
| 7D | +1.4% | -4.8% | +6.1% | +2.1% |
| 30D | +11.6% | -1.5% | +13.2% | +11.8% |
| 3M | +2.7% | +4.1% | -1.5% | +1.9% |
| 6M | +2.7% | +24.0% | -21.3% | -1.0% |
| YTD | +9.7% | +27.4% | -17.7% | +4.6% |
| 1Y | +4.5% | +38.4% | -33.8% | -1.7% |
| 3Y | +28.5% | +73.2% | -44.7% | +15.2% |
| 5Y | +43.9% | +59.9% | -15.9% | +29.7% |
| 10Y | +183.7% | +319.9% | -136.2% | +119.5% |
| All | +2,502.2% | +30,870.6% | -28,368.4% | +1,459.7% |
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