+20.7%
XYZ vs EXPD
+53.8%
-33.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.2% | +18.5% | +16.1% |
| 7D | +16.5% | +0.3% | +16.2% | +16.0% |
| 30D | +15.0% | +1.8% | +13.1% | +13.9% |
| 3M | +3.5% | +8.9% | -5.4% | +0.4% |
| 6M | +21.9% | +42.2% | -20.4% | +7.4% |
| YTD | +34.6% | +33.4% | +1.3% | +23.5% |
| 1Y | +20.7% | +47.2% | -26.4% | +6.9% |
| All | +20.7% | +53.8% | -33.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling