+17.4%
M vs EXPD
+35.2%
-17.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.0% |
| 7D | -4.3% | -7.2% | +2.9% | -2.7% |
| 30D | +1.3% | -3.3% | +4.5% | +1.9% |
| 3M | -7.4% | +3.4% | -10.8% | -8.3% |
| 6M | +18.3% | +22.7% | -4.4% | +11.7% |
| YTD | +7.6% | +24.5% | -17.0% | -3.6% |
| 1Y | +17.4% | +38.6% | -21.3% | -1.7% |
| All | +17.4% | +35.2% | -17.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling