-53.4%
W vs EXPD
+61.0%
-114.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +1.6% |
| 7D | +3.3% | -5.5% | +8.8% | +9.5% |
| 30D | +10.5% | -1.9% | +12.4% | +12.5% |
| 3M | +9.6% | +6.1% | +3.5% | +1.5% |
| 6M | +76.4% | +21.6% | +54.8% | +40.9% |
| YTD | +16.4% | +27.9% | -11.5% | -16.4% |
| 1Y | +9.3% | +39.4% | -30.0% | -29.7% |
| 3Y | +172.8% | +72.7% | +100.1% | +31.9% |
| 5Y | -53.4% | +60.3% | -113.7% | -79.5% |
| All | -53.4% | +61.0% | -114.4% | -79.5% |
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