-11.4%
F vs EXPD
+52.5%
-63.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +1.0% |
| 7D | +1.4% | -4.8% | +6.2% | +3.6% |
| 30D | +2.0% | -1.5% | +3.6% | +2.6% |
| 3M | -10.4% | +4.1% | -14.5% | -12.5% |
| 6M | +9.7% | +24.0% | -14.3% | -2.5% |
| YTD | -1.2% | +27.4% | -28.6% | -15.3% |
| 1Y | 0.0% | +38.4% | -38.3% | -18.5% |
| 3Y | +41.1% | +73.2% | -32.1% | -4.3% |
| 5Y | -11.4% | +59.9% | -71.3% | -39.5% |
| All | -11.4% | +52.5% | -63.9% | -39.5% |
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 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