+39.1%
O vs EXPD
+75.3%
-36.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.4% | +5.5% | -5.9% | -0.8% |
| 30D | +7.1% | -0.8% | +7.9% | +7.1% |
| 3M | -5.2% | +4.1% | -9.4% | -5.7% |
| 6M | -1.8% | +25.7% | -27.4% | -3.8% |
| YTD | +9.1% | +31.4% | -22.3% | +5.9% |
| 1Y | +9.7% | +42.2% | -32.5% | +5.5% |
| 3Y | +39.1% | +77.2% | -38.0% | +18.2% |
| All | +39.1% | +75.3% | -36.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling