+44.1%
IR vs EXPD
+55.6%
-11.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.5% |
| 7D | +3.7% | -7.2% | +10.8% | +7.5% |
| 30D | +7.4% | -3.3% | +10.7% | +9.2% |
| 3M | -5.9% | +3.4% | -9.3% | -7.7% |
| 6M | +5.6% | +22.7% | -17.1% | -5.2% |
| YTD | +4.8% | +24.5% | -19.7% | -7.9% |
| 1Y | +6.9% | +38.6% | -31.7% | -11.5% |
| 3Y | +27.6% | +71.5% | -43.9% | -8.8% |
| All | +44.1% | +55.6% | -11.4% | +5.1% |
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 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