+196.3%
P vs EXPD
+75.1%
+121.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.6% | +3.2% |
| 7D | -4.7% | -1.6% | -3.1% | -3.8% |
| 30D | -31.4% | +0.6% | -32.0% | -31.3% |
| 3M | -2.6% | +9.8% | -12.4% | -5.9% |
| 6M | +21.9% | +25.8% | -3.8% | +11.4% |
| YTD | +58.9% | +31.3% | +27.7% | +42.3% |
| 1Y | +21.7% | +40.9% | -19.2% | +6.0% |
| All | +196.3% | +75.1% | +121.2% | +123.6% |
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