+30.0%
S vs EXPD
+41.2%
-11.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.8% | -6.4% |
| 7D | +4.1% | +3.6% | +0.5% | +2.9% |
| 30D | -7.2% | +0.3% | -7.4% | -7.3% |
| 3M | 0.0% | +6.1% | -6.1% | -1.7% |
| 6M | +41.6% | +27.4% | +14.3% | +33.7% |
| YTD | +48.6% | +32.0% | +16.6% | +39.4% |
| 1Y | +30.0% | +40.5% | -10.5% | +20.7% |
| All | +30.0% | +41.2% | -11.2% | +20.7% |
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