+248.9%
A vs EXPD
+316.4%
-67.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -4.4% | +1.2% | -5.5% | -4.9% |
| 30D | -2.7% | +5.2% | -7.9% | -5.1% |
| 3M | +7.0% | +13.2% | -6.2% | +0.5% |
| 6M | +24.6% | +30.3% | -5.7% | +8.7% |
| YTD | +7.0% | +27.0% | -20.0% | -6.5% |
| 1Y | +15.6% | +57.3% | -41.7% | -10.1% |
| 3Y | +29.9% | +70.0% | -40.1% | -4.4% |
| 5Y | -15.4% | +61.6% | -77.0% | -37.8% |
| 10Y | +248.9% | +321.1% | -72.2% | +58.5% |
| All | +248.9% | +316.4% | -67.5% | +58.5% |
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 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