+90.1%
RF vs EXPD
+61.6%
+28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | -1.1% | +2.5% | +1.8% |
| 30D | -3.6% | +4.1% | -7.7% | -5.4% |
| 3M | +8.1% | +17.9% | -9.8% | +0.3% |
| 6M | +11.5% | +29.2% | -17.8% | -1.2% |
| YTD | +15.6% | +27.4% | -11.8% | +2.5% |
| 1Y | +15.7% | +56.8% | -41.2% | -7.6% |
| 3Y | +86.9% | +68.0% | +18.8% | +42.2% |
| All | +90.1% | +61.6% | +28.6% | +40.6% |
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