+6,429.7%
IT vs EXPD
+28,315.8%
-21,886.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.9% |
| 7D | -12.0% | -4.8% | -7.2% | -10.6% |
| 30D | +7.1% | -1.5% | +8.6% | +7.6% |
| 3M | +6.3% | +4.1% | +2.1% | +4.6% |
| 6M | +32.5% | +24.0% | +8.5% | +23.3% |
| YTD | -21.5% | +27.4% | -48.9% | -28.1% |
| 1Y | -16.5% | +38.4% | -54.8% | -25.6% |
| 3Y | -48.8% | +73.2% | -122.0% | -58.5% |
| 5Y | -40.2% | +59.9% | -100.1% | -50.6% |
| 10Y | +112.1% | +319.9% | -207.8% | +26.7% |
| All | +6,429.7% | +28,315.8% | -21,886.1% | +1,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling