+72.9%
EXPD vs ZYBT
-57.8%
+130.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | +1.2% | -2.5% | +3.6% | +1.2% |
| 30D | +6.8% | -1.2% | +8.1% | +6.8% |
| 3M | +14.9% | +76.7% | -61.7% | +18.1% |
| 6M | +34.6% | +103.6% | -69.0% | +37.2% |
| YTD | +27.7% | +38.3% | -10.6% | +31.1% |
| 1Y | +57.7% | -84.7% | +142.4% | +68.6% |
| All | +72.9% | -57.8% | +130.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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