+8,419.6%
FIX vs EXPD
+7,257.2%
+1,162.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.2% | -11.8% | -13.9% |
| 7D | -18.9% | +0.3% | -19.2% | -18.8% |
| 30D | -36.3% | +1.8% | -38.1% | -36.6% |
| 3M | -38.5% | +8.9% | -47.4% | -40.4% |
| 6M | -42.3% | +42.2% | -84.5% | -49.5% |
| YTD | +17.1% | +33.4% | -16.3% | +3.9% |
| 1Y | +14.4% | +47.2% | -32.8% | -2.0% |
| 3Y | +486.7% | +81.3% | +405.4% | +356.3% |
| 5Y | +1,083.7% | +60.2% | +1,023.5% | +852.9% |
| 10Y | +3,932.4% | +339.5% | +3,592.9% | +2,188.2% |
| All | +8,419.6% | +7,257.2% | +1,162.4% | +2,658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling