-2.2%
SPOT vs EXPD
+39.7%
-41.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | +2.5% | -5.5% | +8.0% | +2.8% |
| 30D | +15.1% | -1.9% | +17.0% | +15.1% |
| 3M | +24.8% | +6.1% | +18.7% | +24.1% |
| 6M | +45.8% | +21.6% | +24.2% | +41.9% |
| YTD | +4.9% | +27.9% | -23.0% | +3.1% |
| All | -2.2% | +39.7% | -41.9% | -3.8% |
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