+697.2%
ASX vs EXPD
+313.3%
+383.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.3% | -18.5% |
| 7D | -33.3% | -4.8% | -28.5% | -31.2% |
| 30D | -36.5% | -1.5% | -34.9% | -35.6% |
| 3M | -19.2% | +4.1% | -23.3% | -20.5% |
| 6M | -10.2% | +24.0% | -34.2% | -19.2% |
| YTD | +86.5% | +27.4% | +59.1% | +62.3% |
| 1Y | +89.6% | +38.4% | +51.3% | +57.6% |
| 3Y | +298.6% | +73.2% | +225.4% | +183.8% |
| 5Y | +414.3% | +59.9% | +354.4% | +276.2% |
| All | +697.2% | +313.3% | +383.8% | +297.0% |
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