+89.1%
U vs EXPD
+72.7%
+16.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.5% | +19.4% | +16.8% |
| 7D | +24.3% | -4.8% | +29.1% | +26.3% |
| 30D | +8.6% | -1.5% | +10.1% | +8.7% |
| 3M | +37.6% | +4.1% | +33.5% | +34.1% |
| 6M | +78.5% | +24.0% | +54.5% | +59.6% |
| YTD | +10.5% | +27.4% | -16.9% | -3.8% |
| 1Y | +15.2% | +38.4% | -23.2% | -4.7% |
| All | +89.1% | +72.7% | +16.3% | +42.7% |
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