+8,200.6%
USB vs EXPD
+32,316.8%
-24,116.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +6.6% | +1.8% | +4.7% | +6.0% |
| 3M | -4.1% | +8.9% | -13.0% | -6.4% |
| 6M | +12.5% | +42.2% | -29.8% | +2.0% |
| YTD | +17.6% | +33.4% | -15.7% | +8.0% |
| 1Y | +36.5% | +47.2% | -10.7% | +22.0% |
| 3Y | +95.4% | +81.3% | +14.1% | +64.3% |
| 5Y | +26.1% | +60.2% | -34.1% | +8.5% |
| 10Y | +101.3% | +339.5% | -238.3% | +34.6% |
| All | +8,200.6% | +32,316.8% | -24,116.2% | +3,824.8% |
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