+2,105.4%
FIX vs EXPD
+61.6%
+2,043.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +6.0% | -1.1% | +7.2% | +6.5% |
| 30D | -7.2% | +4.1% | -11.3% | -8.6% |
| 3M | -15.9% | +17.9% | -33.8% | -21.2% |
| 6M | +12.7% | +29.2% | -16.5% | +1.3% |
| YTD | +72.8% | +27.4% | +45.4% | +54.8% |
| 1Y | +122.9% | +56.8% | +66.1% | +82.1% |
| 3Y | +774.3% | +68.0% | +706.3% | +576.1% |
| All | +2,105.4% | +61.6% | +2,043.9% | +1,531.2% |
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