+403.1%
PL vs EXPD
+72.7%
+330.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.7% | -8.0% |
| 7D | -20.5% | -4.8% | -15.7% | -18.5% |
| 30D | -38.8% | -1.5% | -37.2% | -38.1% |
| 3M | -49.1% | +4.1% | -53.2% | -50.0% |
| 6M | -69.4% | +24.0% | -93.4% | -72.5% |
| YTD | -42.3% | +27.4% | -69.7% | -50.2% |
| 1Y | -14.2% | +38.4% | -52.6% | -29.4% |
| All | +403.1% | +72.7% | +330.4% | +244.2% |
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