+308.7%
A vs EXPD
+329.8%
-21.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +1.4% | -7.4% | +8.8% | +5.0% |
| 30D | +4.3% | -2.1% | +6.4% | +5.2% |
| 3M | +19.8% | +5.7% | +14.1% | +16.2% |
| 6M | +54.4% | +21.4% | +33.0% | +39.5% |
| YTD | +31.7% | +27.6% | +4.1% | +14.4% |
| 1Y | +22.4% | +36.1% | -13.7% | +2.9% |
| 3Y | +67.7% | +69.9% | -2.2% | +23.1% |
| 5Y | +15.7% | +59.7% | -43.9% | -14.3% |
| 10Y | +308.7% | +323.0% | -14.3% | +93.6% |
| All | +308.7% | +329.8% | -21.1% | +93.6% |
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