+278.2%
GE vs EXPD
+72.3%
+205.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.3% |
| 7D | +6.3% | -5.5% | +11.7% | +7.3% |
| 30D | +8.9% | -1.9% | +10.8% | +9.2% |
| 3M | -9.2% | +6.1% | -15.3% | -10.2% |
| 6M | +13.2% | +21.6% | -8.4% | +9.0% |
| YTD | +9.4% | +27.9% | -18.5% | +3.7% |
| 1Y | +9.8% | +39.4% | -29.6% | +1.9% |
| 3Y | +278.2% | +72.7% | +205.5% | +222.1% |
| All | +278.2% | +72.3% | +205.9% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling