+374.8%
ALL vs EXPD
+304.0%
+70.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.8% |
| 7D | -1.9% | -7.2% | +5.2% | +0.3% |
| 30D | +13.8% | -3.3% | +17.0% | +14.8% |
| 3M | -7.0% | +3.4% | -10.4% | -8.2% |
| 6M | +18.0% | +22.7% | -4.7% | +9.9% |
| YTD | +24.2% | +24.5% | -0.3% | +13.5% |
| 1Y | +31.2% | +38.6% | -7.5% | +15.1% |
| 3Y | +107.5% | +71.5% | +36.0% | +63.8% |
| 5Y | +144.8% | +56.2% | +88.6% | +96.4% |
| All | +374.8% | +304.0% | +70.7% | +155.0% |
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