+543.0%
XYZ vs EXPD
+339.3%
+203.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -0.9% |
| 7D | +9.2% | -4.8% | +14.0% | +12.7% |
| 30D | +9.8% | -1.5% | +11.3% | +10.5% |
| 3M | -0.2% | +4.1% | -4.3% | -3.9% |
| 6M | +18.0% | +24.0% | -6.1% | -0.9% |
| YTD | +29.1% | +27.4% | +1.7% | +4.2% |
| 1Y | +14.1% | +38.4% | -24.3% | -14.0% |
| 3Y | +72.6% | +73.2% | -0.6% | +2.7% |
| 5Y | -64.6% | +59.9% | -124.5% | -77.4% |
| 10Y | +590.0% | +319.9% | +270.1% | +131.5% |
| All | +543.0% | +339.3% | +203.7% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling