+748.4%
ASX vs EXPD
+304.0%
+444.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.6% |
| 7D | -19.9% | -7.2% | -12.8% | -16.5% |
| 30D | -30.9% | -3.3% | -27.6% | -29.4% |
| 3M | -15.1% | +3.4% | -18.5% | -16.2% |
| 6M | -6.5% | +22.7% | -29.2% | -15.4% |
| YTD | +98.4% | +24.5% | +73.9% | +74.6% |
| 1Y | +107.9% | +38.6% | +69.2% | +72.2% |
| 3Y | +325.3% | +71.5% | +253.8% | +203.7% |
| 5Y | +447.3% | +56.2% | +391.1% | +304.7% |
| All | +748.4% | +304.0% | +444.4% | +327.1% |
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