+449.1%
PL vs EXPD
+68.7%
+380.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.7% |
| 7D | -9.3% | -1.1% | -8.2% | -8.8% |
| 30D | -18.9% | +4.1% | -23.0% | -20.6% |
| 3M | -58.4% | +17.9% | -76.3% | -61.9% |
| 6M | -30.3% | +29.2% | -59.5% | -39.6% |
| YTD | -8.1% | +27.4% | -35.5% | -21.6% |
| 1Y | +180.5% | +56.8% | +123.7% | +106.7% |
| All | +449.1% | +68.7% | +380.4% | +259.8% |
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 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