+27.4%
M vs EXPD
+61.6%
-34.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.0% |
| 7D | +4.7% | -1.1% | +5.9% | +5.5% |
| 30D | -9.6% | +4.1% | -13.7% | -12.1% |
| 3M | +0.9% | +17.9% | -17.1% | -9.9% |
| 6M | +22.3% | +29.2% | -7.0% | +2.1% |
| YTD | +6.5% | +27.4% | -20.8% | -11.8% |
| 1Y | +38.8% | +56.8% | -18.1% | -2.4% |
| 3Y | +115.9% | +68.0% | +47.9% | +40.6% |
| All | +27.4% | +61.6% | -34.1% | -24.4% |
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