+15.6%
NYT vs EXPD
+60.5%
-44.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | -0.6% | +2.0% | -2.6% | -0.7% |
| 30D | +4.6% | +4.4% | +0.2% | +4.4% |
| 3M | -9.6% | +15.7% | -25.3% | -10.1% |
| 6M | -14.0% | +37.5% | -51.5% | -15.2% |
| YTD | -2.8% | +29.9% | -32.8% | -4.6% |
| 1Y | +15.6% | +57.8% | -42.2% | +9.6% |
| All | +15.6% | +60.5% | -44.9% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling