+223.5%
C vs EXPD
+304.0%
-80.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | -2.4% | -7.2% | +4.8% | +1.5% |
| 30D | -6.0% | -3.3% | -2.7% | -4.4% |
| 3M | -10.5% | +3.4% | -13.9% | -12.5% |
| 6M | -5.7% | +22.7% | -28.4% | -16.5% |
| YTD | +4.1% | +24.5% | -20.4% | -9.7% |
| 1Y | +20.5% | +38.6% | -18.2% | -1.9% |
| 3Y | +208.1% | +71.5% | +136.6% | +114.7% |
| 5Y | +110.4% | +56.2% | +54.2% | +50.8% |
| All | +223.5% | +304.0% | -80.5% | +21.0% |
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