+125.4%
FIX vs EXPD
+57.8%
+67.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +6.0% | -1.1% | +7.2% | +6.2% |
| 30D | -7.2% | +4.1% | -11.3% | -7.8% |
| 3M | -15.9% | +17.9% | -33.8% | -17.9% |
| 6M | +12.7% | +29.2% | -16.5% | +8.1% |
| YTD | +72.8% | +27.4% | +45.4% | +65.7% |
| All | +125.4% | +57.8% | +67.6% | +127.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling