-6.3%
M vs EXPD
+52.5%
-58.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -3.1% |
| 7D | -2.1% | -4.8% | +2.7% | +0.7% |
| 30D | +7.7% | -1.5% | +9.2% | +8.5% |
| 3M | -4.4% | +4.1% | -8.5% | -7.3% |
| 6M | +27.5% | +24.0% | +3.5% | +9.7% |
| YTD | +12.8% | +27.4% | -14.7% | -7.1% |
| 1Y | +20.7% | +38.4% | -17.6% | -6.4% |
| 3Y | +111.3% | +73.2% | +38.1% | +33.7% |
| 5Y | -6.3% | +59.9% | -66.2% | -44.6% |
| All | -6.3% | +52.5% | -58.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling