+861.6%
ASX vs EXPD
+315.7%
+545.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | +2.0% | +4.1% | -2.1% | 0.0% |
| 3M | -1.3% | +17.9% | -19.2% | -9.2% |
| 6M | +71.4% | +29.2% | +42.2% | +49.8% |
| YTD | +135.3% | +27.4% | +108.0% | +104.2% |
| 1Y | +267.5% | +56.8% | +210.6% | +181.4% |
| 3Y | +388.5% | +68.0% | +320.4% | +252.4% |
| 5Y | +417.1% | +61.9% | +355.2% | +273.1% |
| All | +861.6% | +315.7% | +545.9% | +367.3% |
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