+151.8%
TER vs EXPD
+68.8%
+82.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +3.8% |
| 7D | -20.5% | -7.2% | -13.3% | -17.0% |
| 30D | -47.0% | -3.3% | -43.7% | -45.8% |
| 3M | -43.3% | +3.4% | -46.7% | -43.8% |
| 6M | -42.9% | +22.7% | -65.6% | -48.2% |
| YTD | +12.9% | +24.5% | -11.7% | -0.2% |
| 1Y | +18.2% | +38.6% | -20.5% | -2.0% |
| 3Y | +151.8% | +71.5% | +80.3% | +75.9% |
| All | +151.8% | +68.8% | +82.9% | +75.9% |
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