+1,594.6%
T vs EXPD
+30,870.6%
-29,275.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.7% |
| 7D | +4.3% | -4.8% | +9.1% | +5.1% |
| 30D | -9.7% | -1.5% | -8.1% | -9.5% |
| 3M | -4.3% | +4.1% | -8.4% | -5.0% |
| 6M | -13.7% | +24.0% | -37.7% | -16.8% |
| YTD | -8.0% | +27.4% | -35.4% | -12.2% |
| 1Y | -6.9% | +38.4% | -45.3% | -12.4% |
| 3Y | +59.7% | +73.2% | -13.5% | +43.3% |
| 5Y | +53.4% | +59.9% | -6.4% | +38.1% |
| 10Y | +58.2% | +319.9% | -261.7% | +20.8% |
| All | +1,594.6% | +30,870.6% | -29,275.9% | +851.7% |
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