+54.5%
AR vs EXPD
+329.8%
-275.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.1% |
| 7D | -5.8% | -7.4% | +1.6% | -2.2% |
| 30D | +4.8% | -2.1% | +6.9% | +5.8% |
| 3M | +1.5% | +5.7% | -4.2% | -1.5% |
| 6M | +4.7% | +21.4% | -16.7% | -5.6% |
| YTD | +9.2% | +27.6% | -18.4% | -5.6% |
| 1Y | +11.2% | +36.1% | -25.0% | -7.4% |
| 3Y | +46.2% | +69.9% | -23.6% | +3.4% |
| 5Y | +98.1% | +59.7% | +38.4% | +42.2% |
| 10Y | +54.5% | +323.0% | -268.5% | -41.3% |
| All | +54.5% | +329.8% | -275.3% | -41.3% |
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