+108.4%
M vs EXPD
+68.8%
+39.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.5% |
| 7D | -4.3% | -7.2% | +2.9% | -1.1% |
| 30D | +1.3% | -3.3% | +4.5% | +2.7% |
| 3M | -7.4% | +3.4% | -10.8% | -9.2% |
| 6M | +18.3% | +22.7% | -4.4% | +6.2% |
| YTD | +7.6% | +24.5% | -17.0% | -6.0% |
| 1Y | +17.4% | +38.6% | -21.3% | -3.9% |
| 3Y | +108.4% | +71.5% | +36.9% | +50.6% |
| All | +108.4% | +68.8% | +39.5% | +50.6% |
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