-58.5%
Z vs EXPD
+42.2%
-100.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.2% | -9.3% |
| 7D | -2.3% | -4.8% | +2.5% | -1.0% |
| 30D | +9.4% | -1.5% | +10.9% | +9.8% |
| 3M | -16.1% | +4.1% | -20.2% | -16.9% |
| 6M | -30.4% | +24.0% | -54.4% | -33.7% |
| YTD | -55.6% | +27.4% | -83.0% | -59.0% |
| 1Y | -58.5% | +38.4% | -96.9% | -64.3% |
| All | -58.5% | +42.2% | -100.8% | -64.3% |
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 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