+20.2%
FIX vs EXPD
+27.8%
-7.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +6.1% | -0.9% | +7.0% | +6.2% |
| 30D | -2.7% | +4.1% | -6.7% | -3.1% |
| 3M | -10.9% | +13.8% | -24.7% | -12.6% |
| All | +20.2% | +27.8% | -7.5% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling