+110.2%
SPOT vs EXPD
+55.6%
+54.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | +1.6% | -7.2% | +8.8% | +4.1% |
| 30D | +17.6% | -3.3% | +20.8% | +18.8% |
| 3M | +26.9% | +3.4% | +23.5% | +25.0% |
| 6M | +41.8% | +22.7% | +19.1% | +30.2% |
| YTD | +3.8% | +24.5% | -20.7% | -6.1% |
| 1Y | -2.5% | +38.6% | -41.1% | -15.8% |
| 3Y | +260.6% | +71.5% | +189.1% | +167.5% |
| All | +110.2% | +55.6% | +54.6% | +44.0% |
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