+119.9%
NDAQ vs EXPD
+68.8%
+51.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.8% |
| 7D | +0.8% | -7.2% | +8.0% | +2.5% |
| 30D | +16.5% | -3.3% | +19.8% | +17.2% |
| 3M | +13.5% | +3.4% | +10.1% | +12.4% |
| 6M | +20.9% | +22.7% | -1.8% | +14.8% |
| YTD | +11.4% | +24.5% | -13.1% | +4.9% |
| 1Y | +25.9% | +38.6% | -12.7% | +15.1% |
| 3Y | +119.9% | +71.5% | +48.3% | +83.7% |
| All | +119.9% | +68.8% | +51.0% | +83.7% |
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