+98.5%
DD vs EXPD
+334.2%
-235.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.7% | +3.2% | +4.3% |
| 7D | +9.8% | -5.5% | +15.3% | +13.5% |
| 30D | +19.3% | -1.9% | +21.2% | +20.8% |
| 3M | +9.4% | +6.1% | +3.3% | +5.4% |
| 6M | +4.8% | +21.6% | -16.8% | -7.5% |
| YTD | +30.2% | +27.9% | +2.4% | +9.8% |
| 1Y | +32.2% | +39.4% | -7.2% | +5.4% |
| 3Y | +93.1% | +72.7% | +20.4% | +32.7% |
| 5Y | +68.0% | +60.3% | +7.7% | +17.7% |
| 10Y | +98.5% | +332.6% | -234.1% | -24.1% |
| All | +98.5% | +334.2% | -235.7% | -24.1% |
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