-14.2%
PL vs EXPD
+42.2%
-56.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.7% | -8.9% |
| 7D | -20.5% | -4.8% | -15.7% | -19.3% |
| 30D | -38.8% | -1.5% | -37.2% | -38.2% |
| 3M | -49.1% | +4.1% | -53.2% | -49.3% |
| 6M | -69.4% | +24.0% | -93.4% | -70.6% |
| YTD | -42.3% | +27.4% | -69.7% | -49.5% |
| 1Y | -14.2% | +38.4% | -52.6% | -31.9% |
| All | -14.2% | +42.2% | -56.4% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling