+31.2%
INTC vs EXPD
+63.3%
-32.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.4% |
| 7D | +17.1% | +3.6% | +13.5% | +14.9% |
| 30D | -40.5% | +0.3% | -40.7% | -40.5% |
| 3M | -39.4% | +6.1% | -45.4% | -41.4% |
| 6M | -49.3% | +27.4% | -76.6% | -55.7% |
| YTD | +65.9% | +32.0% | +33.9% | +40.6% |
| 1Y | +61.5% | +40.5% | +21.0% | +32.0% |
| 3Y | +59.6% | +75.7% | -16.1% | +11.0% |
| 5Y | +31.2% | +61.7% | -30.6% | -12.9% |
| All | +31.2% | +63.3% | -32.1% | -12.9% |
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 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