-69.0%
S vs EXPD
+60.9%
-129.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.0% | +5.5% | -3.5% | -1.0% |
| 30D | -2.7% | -0.8% | -1.9% | -2.2% |
| 3M | -6.9% | +4.1% | -11.0% | -9.1% |
| 6M | +38.1% | +25.7% | +12.4% | +21.2% |
| YTD | +48.0% | +31.4% | +16.6% | +24.2% |
| 1Y | +34.5% | +42.2% | -7.7% | +7.1% |
| 3Y | +38.3% | +77.2% | -38.9% | -9.7% |
| All | -69.0% | +60.9% | -129.8% | -80.5% |
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 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