-55.9%
W vs EXPD
+60.9%
-116.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.2% | +5.5% | -5.4% | -5.6% |
| 30D | +6.8% | -0.8% | +7.6% | +7.4% |
| 3M | +10.7% | +4.1% | +6.5% | +4.9% |
| 6M | +86.3% | +25.7% | +60.7% | +43.4% |
| YTD | +11.5% | +31.4% | -19.9% | -22.3% |
| 1Y | +5.1% | +42.2% | -37.1% | -33.9% |
| 3Y | +171.0% | +77.2% | +93.8% | +27.4% |
| All | -55.9% | +60.9% | -116.7% | -81.1% |
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