+98.2%
DD vs EXPD
+335.0%
-236.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +5.0% | +5.5% | -0.6% | +1.7% |
| 30D | +19.7% | -0.8% | +20.5% | +20.3% |
| 3M | +7.2% | +4.1% | +3.0% | +4.4% |
| 6M | +1.0% | +25.7% | -24.6% | -12.5% |
| YTD | +29.1% | +31.4% | -2.3% | +7.0% |
| 1Y | +28.5% | +42.2% | -13.7% | +1.2% |
| 3Y | +89.4% | +77.2% | +12.3% | +28.2% |
| 5Y | +67.1% | +61.0% | +6.1% | +17.0% |
| All | +98.2% | +335.0% | -236.7% | -25.0% |
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