+99.7%
DD vs EXPD
+329.8%
-230.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.2% | -7.4% | +9.6% | +6.9% |
| 30D | +20.7% | -2.1% | +22.8% | +22.3% |
| 3M | +11.3% | +5.7% | +5.6% | +7.5% |
| 6M | +6.0% | +21.4% | -15.4% | -6.3% |
| YTD | +31.7% | +27.6% | +4.1% | +11.1% |
| 1Y | +32.2% | +36.1% | -3.9% | +7.0% |
| 3Y | +92.7% | +69.9% | +22.8% | +33.8% |
| 5Y | +72.1% | +59.7% | +12.4% | +20.9% |
| 10Y | +99.7% | +323.0% | -223.4% | -22.5% |
| All | +99.7% | +329.8% | -230.2% | -22.5% |
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