+77.6%
V vs EXPD
+68.8%
+8.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +2.2% | -7.2% | +9.4% | +3.4% |
| 30D | +13.6% | -3.3% | +16.9% | +14.1% |
| 3M | +14.3% | +3.4% | +10.9% | +13.5% |
| 6M | +33.1% | +22.7% | +10.4% | +28.2% |
| YTD | +21.2% | +24.5% | -3.3% | +16.1% |
| 1Y | +26.4% | +38.6% | -12.2% | +18.4% |
| 3Y | +77.6% | +71.5% | +6.1% | +56.7% |
| All | +77.6% | +68.8% | +8.7% | +56.7% |
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