+1,440.4%
RF vs EXPD
+32,316.9%
-30,876.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +7.2% | +1.8% | +5.4% | +6.5% |
| 3M | -8.2% | +8.9% | -17.1% | -11.0% |
| 6M | +7.0% | +42.2% | -35.2% | -5.4% |
| YTD | +10.3% | +33.4% | -23.1% | -0.8% |
| 1Y | +25.1% | +47.2% | -22.1% | +8.7% |
| 3Y | +110.3% | +81.3% | +29.0% | +69.1% |
| 5Y | +47.1% | +60.2% | -13.1% | +22.0% |
| 10Y | +297.9% | +339.5% | -41.6% | +142.3% |
| All | +1,440.4% | +32,316.9% | -30,876.4% | +546.4% |
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