+22.2%
Z vs EXPD
+385.5%
-363.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.7% | +11.3% |
| 7D | +10.2% | +0.3% | +9.9% | +9.7% |
| 30D | +23.7% | +1.8% | +21.8% | +22.2% |
| 3M | -6.6% | +8.9% | -15.5% | -11.3% |
| 6M | -23.0% | +42.2% | -65.2% | -38.0% |
| YTD | -50.3% | +33.4% | -83.7% | -59.1% |
| 1Y | -53.6% | +47.2% | -100.8% | -64.0% |
| 3Y | -10.1% | +81.3% | -91.3% | -40.0% |
| 5Y | -49.8% | +60.2% | -110.0% | -64.6% |
| 10Y | -1.6% | +339.5% | -341.1% | -60.5% |
| All | +22.2% | +385.5% | -363.3% | -52.8% |
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 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