+90.3%
IT vs EXPD
+334.2%
-243.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.8% |
| 7D | -18.8% | -5.5% | -13.3% | -16.8% |
| 30D | -0.1% | -1.9% | +1.8% | +0.6% |
| 3M | +2.9% | +6.1% | -3.2% | -0.2% |
| 6M | +20.4% | +21.6% | -1.2% | +9.9% |
| YTD | -24.3% | +27.9% | -52.2% | -33.2% |
| 1Y | -17.2% | +39.4% | -56.5% | -29.9% |
| 3Y | -52.4% | +72.7% | -125.1% | -64.8% |
| 5Y | -43.7% | +60.3% | -104.0% | -57.7% |
| 10Y | +90.3% | +332.6% | -242.3% | -12.1% |
| All | +90.3% | +334.2% | -243.9% | -12.1% |
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 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