-42.4%
IT vs EXPD
+60.9%
-103.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | +5.5% | -4.4% | -1.2% |
| 30D | -1.8% | -0.8% | -1.0% | -1.7% |
| 3M | +4.8% | +4.1% | +0.7% | +2.9% |
| 6M | +33.0% | +25.7% | +7.3% | +21.2% |
| YTD | -23.8% | +31.4% | -55.2% | -32.4% |
| 1Y | -16.5% | +42.2% | -58.7% | -28.3% |
| 3Y | -53.6% | +77.2% | -130.8% | -64.9% |
| All | -42.4% | +60.9% | -103.3% | -53.4% |
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