-50.9%
FIX vs EXPD
+27.5%
-78.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -9.3% |
| 7D | -27.2% | -4.8% | -22.4% | -24.7% |
| 30D | -46.9% | -1.5% | -45.4% | -45.3% |
| 3M | -44.4% | +4.1% | -48.5% | -43.1% |
| 6M | -50.9% | +24.0% | -74.9% | -48.2% |
| All | -50.9% | +27.5% | -78.4% | -48.2% |
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 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