+238.5%
TER vs EXPD
+68.7%
+169.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +0.6% | -1.1% | +1.8% | +1.2% |
| 30D | -8.3% | +4.1% | -12.3% | -10.0% |
| 3M | -12.2% | +17.9% | -30.1% | -19.2% |
| 6M | +17.1% | +29.2% | -12.2% | +2.2% |
| YTD | +84.7% | +27.4% | +57.3% | +60.3% |
| 1Y | +199.9% | +56.8% | +143.1% | +127.1% |
| All | +238.5% | +68.7% | +169.8% | +135.7% |
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 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