+188.2%
B vs EXPD
+315.7%
-127.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +9.4% | +4.1% | +5.4% | +8.9% |
| 3M | +5.0% | +17.9% | -12.9% | +2.7% |
| 6M | -3.5% | +29.2% | -32.8% | -6.9% |
| YTD | +4.5% | +27.4% | -22.9% | +0.9% |
| 1Y | +67.8% | +56.8% | +10.9% | +57.5% |
| 3Y | +196.7% | +68.0% | +128.7% | +173.6% |
| 5Y | +151.9% | +61.9% | +90.1% | +130.0% |
| All | +188.2% | +315.7% | -127.5% | +171.3% |
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