+1,381.0%
NET vs EXPD
+185.0%
+1,196.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -0.8% |
| 7D | -16.4% | +0.3% | -16.6% | -16.5% |
| 30D | -25.8% | +1.8% | -27.7% | -26.7% |
| 3M | -11.5% | +8.9% | -20.5% | -15.8% |
| 6M | +18.9% | +42.2% | -23.3% | -3.8% |
| YTD | +35.2% | +33.4% | +1.9% | +11.5% |
| 1Y | +14.5% | +47.2% | -32.7% | -11.5% |
| 3Y | +313.8% | +81.3% | +232.5% | +163.7% |
| 5Y | +32.6% | +60.2% | -27.6% | -11.9% |
| All | +1,381.0% | +185.0% | +1,196.0% | +640.5% |
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