+32.9%
W vs EXPD
+68.7%
-35.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.7% |
| 7D | -4.2% | -1.1% | -3.0% | -3.0% |
| 30D | -7.6% | +4.1% | -11.6% | -11.2% |
| 3M | +37.2% | +17.9% | +19.3% | +17.6% |
| 6M | +26.3% | +29.2% | -2.9% | -2.3% |
| YTD | -1.0% | +27.4% | -28.3% | -24.3% |
| 1Y | +20.1% | +56.8% | -36.7% | -30.2% |
| All | +32.9% | +68.7% | -35.8% | -33.2% |
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