-54.0%
W vs EXPD
+52.5%
-106.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.8% | -3.3% |
| 7D | -5.6% | -4.8% | -0.8% | -0.8% |
| 30D | +7.5% | -1.5% | +9.0% | +8.9% |
| 3M | +5.4% | +4.1% | +1.3% | -0.3% |
| 6M | +79.4% | +24.0% | +55.4% | +39.9% |
| YTD | +12.9% | +27.4% | -14.5% | -18.6% |
| 1Y | +12.4% | +38.4% | -26.0% | -27.0% |
| 3Y | +128.5% | +73.2% | +55.3% | +9.9% |
| 5Y | -54.0% | +59.9% | -113.8% | -79.7% |
| All | -54.0% | +52.5% | -106.4% | -79.7% |
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 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