-68.6%
S vs EXPD
+61.0%
-129.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +6.5% |
| 7D | +1.6% | -5.5% | +7.0% | +4.8% |
| 30D | -10.5% | -1.9% | -8.6% | -9.5% |
| 3M | +9.9% | +6.1% | +3.8% | +6.1% |
| 6M | +41.8% | +21.6% | +20.2% | +26.8% |
| YTD | +56.8% | +27.9% | +28.9% | +33.6% |
| 1Y | +39.0% | +39.4% | -0.4% | +11.9% |
| 3Y | +53.8% | +72.7% | -18.8% | +1.7% |
| 5Y | -68.6% | +60.3% | -128.9% | -80.6% |
| All | -68.6% | +61.0% | -129.6% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling