+48.3%
D vs EXPD
+329.8%
-281.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | -7.4% | +9.8% | +4.3% |
| 30D | +10.9% | -2.1% | +13.0% | +11.4% |
| 3M | +2.8% | +5.7% | -2.8% | +1.1% |
| 6M | +12.7% | +21.4% | -8.7% | +6.7% |
| YTD | +20.3% | +27.6% | -7.3% | +11.4% |
| 1Y | +17.1% | +36.1% | -19.0% | +6.4% |
| 3Y | +75.1% | +69.9% | +5.3% | +46.7% |
| 5Y | +13.1% | +59.7% | -46.5% | -4.9% |
| 10Y | +48.3% | +323.0% | -274.8% | -4.2% |
| All | +48.3% | +329.8% | -281.6% | -4.2% |
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