+425.3%
M vs EXPD
+24,526.6%
-24,101.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +4.7% | -1.1% | +5.9% | +5.2% |
| 30D | -9.6% | +4.1% | -13.7% | -11.0% |
| 3M | +0.9% | +17.9% | -17.1% | -5.3% |
| 6M | +22.3% | +29.2% | -7.0% | +10.6% |
| YTD | +6.5% | +27.4% | -20.8% | -3.8% |
| 1Y | +38.8% | +56.8% | -18.1% | +15.8% |
| 3Y | +115.9% | +68.0% | +47.9% | +75.6% |
| 5Y | +28.6% | +61.9% | -33.2% | +6.6% |
| 10Y | -2.5% | +316.0% | -318.5% | -40.1% |
| All | +425.3% | +24,526.6% | -24,101.3% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling