+894.6%
FIX vs EXPD
+52.5%
+842.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -9.7% |
| 7D | -27.2% | -4.8% | -22.4% | -25.4% |
| 30D | -46.9% | -1.5% | -45.4% | -46.3% |
| 3M | -44.4% | +4.1% | -48.5% | -45.1% |
| 6M | -50.9% | +24.0% | -74.9% | -54.9% |
| YTD | +3.5% | +27.4% | -23.9% | -7.2% |
| 1Y | -2.1% | +38.4% | -40.5% | -15.2% |
| 3Y | +418.7% | +73.2% | +345.6% | +292.4% |
| 5Y | +894.6% | +59.9% | +834.7% | +667.0% |
| All | +894.6% | +52.5% | +842.1% | +667.0% |
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