+178.5%
EXE vs EXPD
+105.8%
+72.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | +5.5% | +17.9% | -12.4% | +2.1% |
| 6M | -5.9% | +29.2% | -35.1% | -10.7% |
| YTD | -9.7% | +27.4% | -37.1% | -14.5% |
| 1Y | +3.6% | +56.8% | -53.3% | -6.5% |
| 3Y | +18.0% | +68.0% | -50.0% | +2.9% |
| 5Y | +109.4% | +61.9% | +47.6% | +77.8% |
| All | +178.5% | +105.8% | +72.7% | +129.1% |
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