+10.2%
O vs EXPD
+62.8%
-52.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | +9.4% | +0.6% | +8.8% | +9.2% |
| 3M | -2.4% | +9.8% | -12.2% | -4.1% |
| 6M | -1.9% | +25.8% | -27.6% | -5.9% |
| YTD | +10.5% | +31.3% | -20.8% | +4.4% |
| 1Y | +10.0% | +40.9% | -31.0% | +2.4% |
| 3Y | +40.5% | +74.7% | -34.3% | +22.4% |
| 5Y | +10.2% | +62.9% | -52.6% | -4.0% |
| All | +10.2% | +62.8% | -52.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling