+8,410.9%
TER vs EXPD
+30,870.6%
-22,459.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.8% | -13.3% |
| 7D | -28.2% | -4.8% | -23.4% | -26.4% |
| 30D | -50.6% | -1.5% | -49.0% | -50.1% |
| 3M | -45.3% | +4.1% | -49.5% | -46.1% |
| 6M | -40.4% | +24.0% | -64.4% | -45.8% |
| YTD | +10.0% | +27.4% | -17.4% | -2.2% |
| 1Y | +13.6% | +38.4% | -24.7% | -2.6% |
| 3Y | +145.2% | +73.2% | +72.0% | +89.2% |
| 5Y | +50.4% | +59.9% | -9.5% | +20.8% |
| 10Y | +882.9% | +319.9% | +563.0% | +432.8% |
| All | +8,410.9% | +30,870.6% | -22,459.6% | +1,977.9% |
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 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