+25.8%
TECH vs EXPD
+72.7%
-47.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.9% |
| 7D | -0.1% | -4.8% | +4.7% | +2.0% |
| 30D | +0.3% | -1.5% | +1.8% | +0.8% |
| 3M | +1.0% | +4.1% | -3.1% | -1.3% |
| 6M | +28.6% | +24.0% | +4.6% | +14.8% |
| YTD | +24.1% | +27.4% | -3.3% | +7.9% |
| 1Y | +21.9% | +38.4% | -16.5% | +1.1% |
| All | +25.8% | +72.7% | -47.0% | -9.6% |
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