+34.5%
D vs EXPD
+315.7%
-281.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +0.4% | -1.1% | +1.6% | +0.7% |
| 30D | -3.6% | +4.1% | -7.6% | -4.6% |
| 3M | -1.0% | +17.9% | -18.9% | -5.3% |
| 6M | +6.3% | +29.2% | -22.9% | -1.0% |
| YTD | +14.7% | +27.4% | -12.6% | +6.6% |
| 1Y | +16.9% | +56.8% | -39.9% | +2.0% |
| 3Y | +56.8% | +68.0% | -11.2% | +32.0% |
| 5Y | +5.2% | +61.9% | -56.7% | -12.1% |
| All | +34.5% | +315.7% | -281.2% | -14.7% |
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