+293.4%
C vs EXPD
+315.7%
-22.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +3.6% | -1.1% | +4.8% | +4.3% |
| 30D | +0.1% | +4.1% | -4.0% | -2.1% |
| 3M | +2.4% | +17.9% | -15.5% | -6.8% |
| 6M | +24.9% | +29.2% | -4.3% | +7.3% |
| YTD | +19.8% | +27.4% | -7.6% | +2.9% |
| 1Y | +44.9% | +56.8% | -12.0% | +9.4% |
| 3Y | +263.0% | +68.0% | +194.9% | +157.1% |
| 5Y | +129.5% | +61.9% | +67.7% | +60.3% |
| All | +293.4% | +315.7% | -22.3% | +45.5% |
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