+366.5%
ALL vs EXPD
+315.7%
+50.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | 0.0% | -1.1% | +1.2% | +0.4% |
| 30D | -1.5% | +4.1% | -5.6% | -2.8% |
| 3M | +23.6% | +17.9% | +5.7% | +16.8% |
| 6M | +22.3% | +29.2% | -6.9% | +11.7% |
| YTD | +26.5% | +27.4% | -0.8% | +15.0% |
| 1Y | +27.0% | +56.8% | -29.8% | +6.4% |
| 3Y | +149.6% | +68.0% | +81.5% | +99.2% |
| 5Y | +118.1% | +61.9% | +56.2% | +72.0% |
| All | +366.5% | +315.7% | +50.9% | +145.1% |
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