+237.3%
P vs EXPD
+52.5%
+184.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.5% | -11.9% | -14.4% |
| 7D | -31.9% | -4.8% | -27.1% | -30.1% |
| 30D | -36.5% | -1.5% | -35.0% | -35.8% |
| 3M | +11.6% | +4.1% | +7.5% | +9.8% |
| 6M | +25.2% | +24.0% | +1.2% | +13.7% |
| YTD | +39.4% | +27.4% | +12.0% | +24.4% |
| 1Y | -3.7% | +38.4% | -42.1% | -17.3% |
| 3Y | +167.3% | +73.2% | +94.1% | +100.7% |
| 5Y | +237.3% | +59.9% | +177.5% | +160.8% |
| All | +237.3% | +52.5% | +184.8% | +160.8% |
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