+2,586.3%
NDAQ vs EXPD
+1,360.0%
+1,226.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.8% | -0.5% |
| 7D | +1.2% | -4.8% | +6.0% | +3.4% |
| 30D | +15.8% | -1.5% | +17.3% | +16.4% |
| 3M | +13.4% | +4.1% | +9.2% | +10.8% |
| 6M | +20.9% | +24.0% | -3.1% | +8.4% |
| YTD | +11.1% | +27.4% | -16.3% | -3.1% |
| 1Y | +26.5% | +38.4% | -11.9% | +5.9% |
| 3Y | +121.5% | +73.2% | +48.3% | +61.7% |
| 5Y | +61.3% | +59.9% | +1.5% | +19.7% |
| 10Y | +480.0% | +319.9% | +160.1% | +156.2% |
| All | +2,586.3% | +1,360.0% | +1,226.3% | +730.4% |
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