+11.4%
O vs EXPD
+39.4%
-28.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.5% | -7.4% | +10.9% | +3.8% |
| 30D | +10.4% | -2.1% | +12.5% | +10.4% |
| 3M | -2.4% | +5.7% | -8.1% | -2.7% |
| 6M | -1.2% | +21.4% | -22.6% | -1.7% |
| YTD | +10.4% | +27.6% | -17.2% | +8.1% |
| 1Y | +11.4% | +36.1% | -24.7% | +7.5% |
| All | +11.4% | +39.4% | -28.0% | +7.5% |
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 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