+793.2%
DE vs EXPD
+334.2%
+459.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.6% |
| 7D | +3.5% | -5.5% | +9.0% | +6.3% |
| 30D | +11.3% | -1.9% | +13.2% | +12.2% |
| 3M | +11.6% | +6.1% | +5.5% | +7.9% |
| 6M | +20.9% | +21.6% | -0.8% | +8.7% |
| YTD | +49.7% | +27.9% | +21.8% | +29.2% |
| 1Y | +49.5% | +39.4% | +10.1% | +23.1% |
| 3Y | +94.7% | +72.7% | +22.0% | +39.5% |
| 5Y | +107.4% | +60.3% | +47.1% | +49.9% |
| 10Y | +793.2% | +332.6% | +460.6% | +240.5% |
| All | +793.2% | +334.2% | +459.0% | +240.5% |
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