+1,514.2%
RF vs EXPD
+30,859.1%
-29,344.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.3% | -1.1% | +2.5% | +1.7% |
| 30D | -3.6% | +4.1% | -7.7% | -5.0% |
| 3M | +8.1% | +17.9% | -9.8% | +2.1% |
| 6M | +11.5% | +29.2% | -17.8% | +1.7% |
| YTD | +15.6% | +27.4% | -11.8% | +5.6% |
| 1Y | +15.7% | +56.8% | -41.2% | -1.8% |
| 3Y | +86.9% | +68.0% | +18.8% | +54.2% |
| 5Y | +89.8% | +61.9% | +28.0% | +56.9% |
| 10Y | +344.7% | +316.0% | +28.7% | +175.9% |
| All | +1,514.2% | +30,859.1% | -29,344.9% | +588.6% |
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 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