+99.9%
DD vs EXPD
+337.7%
-237.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -2.5% |
| 7D | +3.2% | -1.6% | +4.8% | +4.2% |
| 30D | +20.3% | +0.6% | +19.7% | +19.9% |
| 3M | +8.2% | +9.8% | -1.6% | +2.1% |
| 6M | +3.4% | +25.8% | -22.3% | -10.5% |
| YTD | +30.6% | +31.3% | -0.6% | +8.4% |
| 1Y | +30.6% | +40.9% | -10.3% | +3.5% |
| 3Y | +91.1% | +74.7% | +16.4% | +30.4% |
| 5Y | +68.6% | +62.9% | +5.7% | +17.1% |
| 10Y | +99.9% | +334.3% | -234.5% | -23.7% |
| All | +99.9% | +337.7% | -237.8% | -23.7% |
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