-3.5%
IR vs EXPD
+57.8%
-61.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.5% |
| 30D | -15.1% | +4.1% | -19.2% | -16.1% |
| 3M | +6.1% | +17.9% | -11.8% | +1.4% |
| 6M | -16.8% | +29.2% | -46.0% | -22.5% |
| YTD | -3.5% | +27.4% | -30.9% | -10.2% |
| 1Y | -3.5% | +56.8% | -60.3% | -14.9% |
| All | -3.5% | +57.8% | -61.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling