-53.2%
S vs EXPD
+58.5%
-111.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -7.7% | -1.1% | -6.6% | -7.1% |
| 30D | -5.3% | +4.1% | -9.4% | -7.4% |
| 3M | +20.3% | +17.9% | +2.4% | +9.6% |
| 6M | +47.4% | +29.2% | +18.1% | +27.2% |
| YTD | +32.5% | +27.4% | +5.2% | +13.7% |
| 1Y | +9.5% | +56.8% | -47.3% | -18.6% |
| 3Y | +15.5% | +68.0% | -52.5% | -21.1% |
| 5Y | -71.2% | +61.9% | -133.1% | -81.1% |
| All | -53.2% | +58.5% | -111.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling