+456.0%
M vs EXPD
+24,535.7%
-24,079.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.2% |
| 7D | -2.1% | -4.8% | +2.7% | -0.5% |
| 30D | +7.7% | -1.5% | +9.2% | +8.2% |
| 3M | -4.4% | +4.1% | -8.5% | -6.0% |
| 6M | +27.5% | +24.0% | +3.5% | +17.3% |
| YTD | +12.8% | +27.4% | -14.7% | +1.7% |
| 1Y | +20.7% | +38.4% | -17.6% | +5.7% |
| 3Y | +111.3% | +73.2% | +38.1% | +69.8% |
| 5Y | -6.3% | +59.9% | -66.2% | -22.1% |
| 10Y | +1.5% | +319.9% | -318.4% | -37.9% |
| All | +456.0% | +24,535.7% | -24,079.7% | +137.7% |
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 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