+49.1%
D vs EXPD
+335.0%
-285.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -1.4% | +5.5% | -6.9% | -2.7% |
| 30D | +7.7% | -0.8% | +8.5% | +7.8% |
| 3M | -0.3% | +4.1% | -4.4% | -1.5% |
| 6M | +10.1% | +25.7% | -15.6% | +3.3% |
| YTD | +19.1% | +31.4% | -12.3% | +9.4% |
| 1Y | +15.9% | +42.2% | -26.3% | +4.1% |
| 3Y | +75.0% | +77.2% | -2.2% | +44.8% |
| 5Y | +13.4% | +61.0% | -47.6% | -4.8% |
| All | +49.1% | +335.0% | -285.9% | -5.6% |
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