-63.1%
W vs EXPD
+61.6%
-124.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.5% |
| 7D | -4.2% | -1.1% | -3.0% | -2.9% |
| 30D | -7.6% | +4.1% | -11.6% | -11.7% |
| 3M | +37.2% | +17.9% | +19.3% | +15.0% |
| 6M | +26.3% | +29.2% | -2.9% | -6.3% |
| YTD | -1.0% | +27.4% | -28.3% | -27.3% |
| 1Y | +20.1% | +56.8% | -36.7% | -33.5% |
| 3Y | +37.8% | +68.0% | -30.2% | -28.5% |
| All | -63.1% | +61.6% | -124.7% | -82.3% |
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