-51.6%
IT vs EXPD
+68.8%
-120.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.2% |
| 7D | -16.9% | -7.2% | -9.7% | -14.8% |
| 30D | +2.3% | -3.3% | +5.6% | +3.4% |
| 3M | +2.9% | +3.4% | -0.5% | +1.5% |
| 6M | +25.9% | +22.7% | +3.2% | +18.3% |
| YTD | -24.6% | +24.5% | -49.2% | -29.7% |
| 1Y | -16.0% | +38.6% | -54.7% | -23.9% |
| 3Y | -51.6% | +71.5% | -123.1% | -59.3% |
| All | -51.6% | +68.8% | -120.4% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling