+116.8%
NDAQ vs EXPD
+75.3%
+41.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +1.3% | +5.5% | -4.3% | 0.0% |
| 30D | +18.0% | -0.8% | +18.8% | +18.0% |
| 3M | +11.5% | +4.1% | +7.4% | +10.3% |
| 6M | +21.1% | +25.7% | -4.6% | +14.4% |
| YTD | +12.8% | +31.4% | -18.6% | +4.9% |
| 1Y | +25.7% | +42.2% | -16.5% | +14.4% |
| 3Y | +116.8% | +77.2% | +39.6% | +77.7% |
| All | +116.8% | +75.3% | +41.5% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling