+147.7%
P vs EXPD
+68.7%
+79.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +6.5% | -1.1% | +7.7% | +7.0% |
| 30D | +18.8% | +4.1% | +14.8% | +16.9% |
| 3M | +26.7% | +17.9% | +8.8% | +18.3% |
| 6M | +62.2% | +29.2% | +32.9% | +45.6% |
| YTD | +48.5% | +27.4% | +21.1% | +34.1% |
| 1Y | +26.4% | +56.8% | -30.4% | +5.0% |
| All | +147.7% | +68.7% | +79.0% | +91.6% |
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 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