+313.1%
A vs EXPD
+304.0%
+9.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.8% |
| 7D | -0.1% | -7.2% | +7.1% | +3.3% |
| 30D | +3.4% | -3.3% | +6.6% | +4.8% |
| 3M | +23.8% | +3.4% | +20.4% | +21.3% |
| 6M | +49.0% | +22.7% | +26.3% | +33.7% |
| YTD | +29.4% | +24.5% | +4.9% | +13.7% |
| 1Y | +19.4% | +38.6% | -19.3% | -0.8% |
| 3Y | +66.2% | +71.5% | -5.3% | +21.2% |
| 5Y | +15.8% | +56.2% | -40.5% | -13.4% |
| All | +313.1% | +304.0% | +9.1% | +96.3% |
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 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