+6,166.9%
IT vs EXPD
+27,674.9%
-21,508.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.3% |
| 7D | -16.9% | -7.2% | -9.7% | -14.9% |
| 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% | +17.6% |
| YTD | -24.6% | +24.5% | -49.2% | -30.4% |
| 1Y | -16.0% | +38.6% | -54.7% | -25.3% |
| 3Y | -51.6% | +71.5% | -123.1% | -60.6% |
| 5Y | -42.6% | +56.2% | -98.9% | -52.2% |
| 10Y | +103.6% | +310.5% | -206.9% | +22.6% |
| All | +6,166.9% | +27,674.9% | -21,508.0% | +1,405.8% |
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