+106.6%
EXE vs EXPD
+61.6%
+45.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | -0.3% | -1.1% | +0.9% | -0.1% |
| 30D | +8.5% | +4.1% | +4.4% | +7.7% |
| 3M | +5.5% | +17.9% | -12.4% | +2.2% |
| 6M | -5.9% | +29.2% | -35.1% | -10.6% |
| YTD | -9.7% | +27.4% | -37.1% | -14.3% |
| 1Y | +3.6% | +56.8% | -53.3% | -6.3% |
| 3Y | +18.0% | +68.0% | -50.0% | +3.1% |
| All | +106.6% | +61.6% | +45.1% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling