+54.2%
AR vs EXPD
+336.9%
-282.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.0% |
| 7D | +6.4% | +3.6% | +2.8% | +4.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.9% |
| 3M | +3.3% | +6.1% | -2.8% | +0.1% |
| 6M | +6.6% | +27.4% | -20.8% | -6.2% |
| YTD | +12.3% | +32.0% | -19.7% | -4.4% |
| 1Y | +12.3% | +40.5% | -28.2% | -7.8% |
| 3Y | +50.4% | +75.7% | -25.2% | +4.7% |
| 5Y | +101.0% | +61.7% | +39.3% | +44.2% |
| All | +54.2% | +336.9% | -282.7% | -39.5% |
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