+112.5%
NET vs EXPD
+61.6%
+50.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -7.0% | -1.1% | -5.8% | -6.3% |
| 30D | -4.8% | +4.1% | -8.9% | -7.1% |
| 3M | +3.8% | +17.9% | -14.1% | -6.7% |
| 6M | +50.0% | +29.2% | +20.8% | +25.7% |
| YTD | +41.5% | +27.4% | +14.1% | +17.2% |
| 1Y | +32.8% | +56.8% | -24.0% | -7.7% |
| 3Y | +335.9% | +68.0% | +267.8% | +167.9% |
| All | +112.5% | +61.6% | +50.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling