+615.0%
F vs EXPD
+30,859.1%
-30,244.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +5.3% | -1.1% | +6.5% | +5.7% |
| 30D | +4.6% | +4.1% | +0.5% | +3.2% |
| 3M | -3.7% | +17.9% | -21.6% | -8.8% |
| 6M | +16.8% | +29.2% | -12.4% | +7.0% |
| YTD | +15.3% | +27.4% | -12.1% | +5.3% |
| 1Y | +31.0% | +56.8% | -25.8% | +11.4% |
| 3Y | +45.4% | +68.0% | -22.6% | +20.3% |
| 5Y | +54.7% | +61.9% | -7.2% | +29.6% |
| 10Y | +98.2% | +316.0% | -217.8% | +26.2% |
| All | +615.0% | +30,859.1% | -30,244.1% | +151.1% |
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