-74.5%
U vs EXPD
+63.3%
-137.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +2.8% | +3.6% | -0.8% | 0.0% |
| 30D | +7.6% | +0.3% | +7.3% | +6.4% |
| 3M | +12.7% | +6.1% | +6.6% | +6.7% |
| 6M | +87.0% | +27.4% | +59.6% | +52.4% |
| YTD | +13.6% | +32.0% | -18.4% | -12.8% |
| 1Y | +25.3% | +40.5% | -15.2% | -9.3% |
| 3Y | +85.8% | +75.7% | +10.1% | +3.8% |
| 5Y | -74.5% | +61.7% | -136.2% | -87.6% |
| All | -74.5% | +63.3% | -137.8% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling