-15.8%
F vs EXPD
+55.6%
-71.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.4% |
| 7D | +1.6% | -7.2% | +8.7% | +5.0% |
| 30D | +2.6% | -3.3% | +5.9% | +4.0% |
| 3M | -8.8% | +3.4% | -12.2% | -10.7% |
| 6M | +4.6% | +22.7% | -18.1% | -6.6% |
| YTD | -1.9% | +24.5% | -26.4% | -15.0% |
| 1Y | -0.8% | +38.6% | -39.4% | -19.5% |
| 3Y | +43.5% | +71.5% | -28.0% | -2.5% |
| All | -15.8% | +55.6% | -71.4% | -42.1% |
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 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