+53.9%
F vs EXPD
+61.6%
-7.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +5.3% | -1.1% | +6.5% | +5.9% |
| 30D | +4.6% | +4.1% | +0.5% | +2.5% |
| 3M | -3.7% | +17.9% | -21.6% | -11.7% |
| 6M | +16.8% | +29.2% | -12.4% | +1.5% |
| YTD | +15.3% | +27.4% | -12.1% | -0.8% |
| 1Y | +31.0% | +56.8% | -25.8% | -1.5% |
| 3Y | +45.4% | +68.0% | -22.6% | +1.4% |
| All | +53.9% | +61.6% | -7.6% | +6.9% |
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