+6,045.6%
IT vs EXPD
+28,305.3%
-22,259.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.9% |
| 7D | -6.0% | -1.1% | -4.9% | -5.7% |
| 30D | 0.0% | +4.1% | -4.1% | -1.4% |
| 3M | +13.1% | +17.9% | -4.8% | +7.0% |
| 6M | +11.7% | +29.2% | -17.5% | +2.3% |
| YTD | -26.1% | +27.4% | -53.5% | -32.3% |
| 1Y | -21.3% | +56.8% | -78.1% | -33.2% |
| 3Y | -46.7% | +68.0% | -114.8% | -56.4% |
| 5Y | -40.5% | +61.9% | -102.4% | -51.1% |
| 10Y | +103.9% | +316.0% | -212.1% | +22.2% |
| All | +6,045.6% | +28,305.3% | -22,259.7% | +1,366.3% |
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 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