+88.1%
IT vs EXPD
+329.8%
-241.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -7.5% | -7.4% | -0.1% | -4.1% |
| 30D | -1.2% | -2.1% | +0.9% | -0.4% |
| 3M | -2.2% | +5.7% | -7.9% | -5.0% |
| 6M | +19.1% | +21.4% | -2.3% | +8.8% |
| YTD | -25.1% | +27.6% | -52.7% | -33.8% |
| 1Y | -17.4% | +36.1% | -53.5% | -29.3% |
| 3Y | -54.1% | +69.9% | -124.0% | -65.8% |
| 5Y | -42.7% | +59.7% | -102.3% | -56.8% |
| 10Y | +88.1% | +323.0% | -234.9% | -13.7% |
| All | +88.1% | +329.8% | -241.7% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling