+1,872.1%
T vs EXPD
+30,859.1%
-28,987.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.3% | -1.1% | -0.1% | -1.1% |
| 30D | +11.4% | +4.1% | +7.3% | +10.6% |
| 3M | +14.3% | +17.9% | -3.6% | +11.1% |
| 6M | -9.3% | +29.2% | -38.5% | -13.3% |
| YTD | +7.1% | +27.4% | -20.3% | +2.3% |
| 1Y | -9.1% | +56.8% | -65.9% | -16.3% |
| 3Y | +105.3% | +68.0% | +37.3% | +85.2% |
| 5Y | +66.8% | +61.9% | +4.9% | +49.7% |
| 10Y | +66.8% | +316.0% | -249.2% | +27.6% |
| All | +1,872.1% | +30,859.1% | -28,987.0% | +1,008.1% |
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