+48.6%
AR vs EXPD
+315.7%
-267.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | +14.8% | +4.1% | +10.7% | +12.4% |
| 3M | +6.2% | +17.9% | -11.7% | -2.6% |
| 6M | +4.3% | +29.2% | -24.9% | -9.3% |
| YTD | +14.4% | +27.4% | -13.0% | -0.8% |
| 1Y | +21.3% | +56.8% | -35.5% | -6.8% |
| 3Y | +39.8% | +68.0% | -28.2% | -0.4% |
| 5Y | +142.1% | +61.9% | +80.2% | +71.3% |
| All | +48.6% | +315.7% | -267.1% | -39.2% |
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