+2,340.5%
EXC vs EXPD
+30,859.1%
-28,518.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | -3.7% | +4.1% | -7.8% | -4.4% |
| 3M | -1.3% | +17.9% | -19.2% | -3.9% |
| 6M | -9.7% | +29.2% | -38.9% | -13.6% |
| YTD | +2.9% | +27.4% | -24.5% | -1.8% |
| 1Y | +4.4% | +56.8% | -52.4% | -3.9% |
| 3Y | +22.2% | +68.0% | -45.8% | +10.3% |
| 5Y | +46.7% | +61.9% | -15.2% | +32.0% |
| 10Y | +155.3% | +316.0% | -160.7% | +98.0% |
| All | +2,340.5% | +30,859.1% | -28,518.5% | +1,364.5% |
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