+45.3%
AR vs EXPD
+304.0%
-258.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | +0.2% |
| 7D | -14.3% | -7.2% | -7.1% | -11.2% |
| 30D | +1.4% | -3.3% | +4.7% | +3.0% |
| 3M | +3.4% | +3.4% | 0.0% | +1.4% |
| 6M | -2.1% | +22.7% | -24.8% | -12.3% |
| YTD | +4.7% | +24.5% | -19.8% | -8.4% |
| 1Y | +10.6% | +38.6% | -28.1% | -8.9% |
| 3Y | +24.6% | +71.5% | -46.9% | -12.7% |
| 5Y | +71.9% | +56.2% | +15.6% | +24.7% |
| All | +45.3% | +304.0% | -258.7% | -40.6% |
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