+449.6%
P vs EXPD
+346.0%
+103.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.5% | -11.9% | -13.8% |
| 7D | -31.9% | -4.8% | -27.1% | -29.7% |
| 30D | -36.5% | -1.5% | -35.0% | -35.7% |
| 3M | +11.6% | +4.1% | +7.5% | +9.2% |
| 6M | +25.2% | +24.0% | +1.2% | +10.5% |
| YTD | +39.4% | +27.4% | +12.0% | +19.9% |
| 1Y | -3.7% | +38.4% | -42.1% | -21.2% |
| 3Y | +167.3% | +73.2% | +94.1% | +84.1% |
| 5Y | +237.3% | +59.9% | +177.5% | +137.9% |
| 10Y | +698.6% | +319.9% | +378.7% | +207.0% |
| All | +449.6% | +346.0% | +103.7% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling