+40.6%
S vs EXPD
+68.8%
-28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | -13.4% | -7.2% | -6.3% | -11.3% |
| 30D | -14.0% | -3.3% | -10.7% | -13.0% |
| 3M | +4.9% | +3.4% | +1.5% | +3.7% |
| 6M | +42.0% | +22.7% | +19.3% | +33.1% |
| YTD | +45.1% | +24.5% | +20.6% | +34.2% |
| 1Y | +33.1% | +38.6% | -5.6% | +18.2% |
| 3Y | +40.6% | +71.5% | -30.9% | +15.5% |
| All | +40.6% | +68.8% | -28.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling