-14.0%
Z vs EXPD
+313.3%
-327.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.2% | -8.0% |
| 7D | -2.3% | -4.8% | +2.5% | +0.5% |
| 30D | +9.4% | -1.5% | +10.9% | +10.4% |
| 3M | -16.1% | +4.1% | -20.2% | -18.1% |
| 6M | -30.4% | +24.0% | -54.4% | -39.1% |
| YTD | -55.6% | +27.4% | -83.0% | -62.5% |
| 1Y | -58.5% | +38.4% | -96.9% | -66.8% |
| 3Y | -19.6% | +73.2% | -92.8% | -45.5% |
| 5Y | -54.1% | +59.9% | -114.0% | -68.0% |
| All | -14.0% | +313.3% | -327.3% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling