+78.0%
SPY vs EXPD
+68.7%
+9.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +0.1% | +4.1% | -4.0% | -0.9% |
| 3M | +2.0% | +17.9% | -15.9% | -1.9% |
| 6M | +13.0% | +29.2% | -16.2% | +6.2% |
| YTD | +13.5% | +27.4% | -13.8% | +6.4% |
| 1Y | +20.0% | +56.8% | -36.9% | +5.4% |
| All | +78.0% | +68.7% | +9.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling