+9.5%
S vs EXPD
+57.8%
-48.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -7.7% | -1.1% | -6.6% | -7.5% |
| 30D | -5.3% | +4.1% | -9.4% | -6.1% |
| 3M | +20.3% | +17.9% | +2.4% | +16.9% |
| 6M | +47.4% | +29.2% | +18.1% | +41.6% |
| YTD | +32.5% | +27.4% | +5.2% | +28.3% |
| 1Y | +9.5% | +56.8% | -47.3% | +6.7% |
| All | +9.5% | +57.8% | -48.3% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling