-40.6%
TECH vs EXPD
+60.9%
-101.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.1% | +5.5% | -5.4% | -2.6% |
| 30D | +0.5% | -0.8% | +1.3% | +0.7% |
| 3M | +1.1% | +4.1% | -3.0% | -1.5% |
| 6M | +62.8% | +25.7% | +37.2% | +42.9% |
| YTD | +24.5% | +31.4% | -6.9% | +5.2% |
| 1Y | +20.6% | +42.2% | -21.5% | -2.6% |
| 3Y | +29.5% | +77.2% | -47.7% | -9.9% |
| All | -40.6% | +60.9% | -101.5% | -58.5% |
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