+48.3%
MAR vs EXPD
+40.0%
+8.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.2% |
| 7D | +1.0% | -1.6% | +2.6% | +1.2% |
| 30D | +16.2% | +0.6% | +15.6% | +16.0% |
| 3M | +23.1% | +9.8% | +13.2% | +21.3% |
| 6M | +22.0% | +25.8% | -3.8% | +17.3% |
| YTD | +39.2% | +31.3% | +7.9% | +29.0% |
| 1Y | +48.3% | +40.9% | +7.3% | +31.9% |
| All | +48.3% | +40.0% | +8.2% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling