+1,449.6%
NET vs EXPD
+172.2%
+1,277.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | +3.8% | +17.9% | -14.1% | -5.6% |
| 6M | +50.0% | +29.2% | +20.8% | +28.2% |
| YTD | +41.5% | +27.4% | +14.1% | +20.0% |
| 1Y | +32.8% | +56.8% | -24.0% | -2.8% |
| 3Y | +335.9% | +68.0% | +267.8% | +192.8% |
| 5Y | +113.8% | +61.9% | +52.0% | +42.7% |
| All | +1,449.6% | +172.2% | +1,277.4% | +696.9% |
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 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