-28.6%
U vs EXPD
+115.9%
-144.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.5% | +19.4% | +18.0% |
| 7D | +24.3% | -4.8% | +29.1% | +27.7% |
| 30D | +8.6% | -1.5% | +10.1% | +8.9% |
| 3M | +37.6% | +4.1% | +33.5% | +32.2% |
| 6M | +78.5% | +24.0% | +54.5% | +50.1% |
| YTD | +10.5% | +27.4% | -16.9% | -11.6% |
| 1Y | +15.2% | +38.4% | -23.2% | -14.0% |
| 3Y | +76.6% | +73.2% | +3.4% | +4.1% |
| 5Y | -67.9% | +59.9% | -127.7% | -80.9% |
| All | -28.6% | +115.9% | -144.5% | -65.3% |
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