+8.0%
U vs EXPD
+68.7%
-60.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.8% | -1.1% | -2.7% | -3.3% |
| 30D | +17.5% | +4.1% | +13.4% | +15.1% |
| 3M | +38.7% | +17.9% | +20.8% | +27.3% |
| 6M | +104.4% | +29.2% | +75.2% | +77.9% |
| YTD | -5.7% | +27.4% | -33.0% | -18.0% |
| 1Y | +3.7% | +56.8% | -53.2% | -21.8% |
| All | +8.0% | +68.7% | -60.7% | -24.5% |
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 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