+44.9%
IR vs EXPD
+60.9%
-16.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +2.5% | +5.5% | -3.0% | -0.2% |
| 30D | +9.2% | -0.8% | +10.0% | +9.5% |
| 3M | +0.9% | +4.1% | -3.2% | -1.2% |
| 6M | +19.2% | +25.7% | -6.4% | +5.9% |
| YTD | +7.5% | +31.4% | -23.9% | -8.1% |
| 1Y | +11.7% | +42.2% | -30.4% | -8.6% |
| 3Y | +23.9% | +77.2% | -53.3% | -12.7% |
| All | +44.9% | +60.9% | -16.0% | +3.8% |
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