+91.4%
IT vs EXPD
+308.0%
-216.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -6.7% |
| 7D | -9.1% | -0.9% | -8.2% | -8.7% |
| 30D | -7.0% | +4.1% | -11.1% | -8.8% |
| 3M | +7.6% | +13.8% | -6.1% | +1.5% |
| 6M | +2.1% | +27.3% | -25.2% | -8.8% |
| YTD | -31.6% | +25.4% | -57.0% | -38.9% |
| 1Y | -29.9% | +54.4% | -84.3% | -43.7% |
| 3Y | -51.3% | +67.9% | -119.1% | -63.4% |
| 5Y | -44.8% | +59.2% | -104.0% | -58.4% |
| 10Y | +91.4% | +308.6% | -217.2% | -5.1% |
| All | +91.4% | +308.0% | -216.6% | -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 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