+314.7%
A vs EXPD
+335.0%
-20.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | +5.5% | -6.0% | -2.9% |
| 30D | 0.0% | -0.8% | +0.8% | +0.2% |
| 3M | +16.7% | +4.1% | +12.6% | +14.1% |
| 6M | +54.8% | +25.7% | +29.2% | +37.5% |
| YTD | +28.8% | +31.4% | -2.6% | +10.3% |
| 1Y | +19.3% | +42.2% | -22.9% | -1.9% |
| 3Y | +65.5% | +77.2% | -11.6% | +19.0% |
| 5Y | +12.1% | +61.0% | -48.9% | -17.3% |
| All | +314.7% | +335.0% | -20.3% | +90.1% |
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