-7.8%
LOW vs EXPD
+66.3%
-74.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | -10.1% | +4.1% | -14.2% | -11.3% |
| 3M | -2.9% | +13.8% | -16.6% | -7.0% |
| 6M | -19.4% | +27.3% | -46.7% | -25.9% |
| YTD | -15.4% | +25.4% | -40.9% | -22.7% |
| 1Y | -24.9% | +54.4% | -79.3% | -37.7% |
| 3Y | -7.8% | +67.9% | -75.7% | -29.5% |
| All | -7.8% | +66.3% | -74.1% | -29.5% |
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 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