-34.0%
Z vs EXPD
+68.7%
-102.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -3.0% | -1.1% | -1.9% | -2.5% |
| 30D | -4.2% | +4.1% | -8.3% | -5.9% |
| 3M | -3.7% | +17.9% | -21.6% | -10.7% |
| 6M | -24.5% | +29.2% | -53.7% | -33.2% |
| YTD | -49.3% | +27.4% | -76.7% | -55.4% |
| 1Y | -58.7% | +56.8% | -115.5% | -67.9% |
| All | -34.0% | +68.7% | -102.7% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling