+852.9%
DE vs EXPD
+308.0%
+544.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +9.6% | +4.1% | +5.6% | +7.4% |
| 3M | +19.0% | +13.8% | +5.2% | +11.2% |
| 6M | +16.1% | +27.3% | -11.2% | +1.7% |
| YTD | +47.0% | +25.4% | +21.6% | +28.5% |
| 1Y | +43.1% | +54.4% | -11.2% | +11.2% |
| 3Y | +77.5% | +67.9% | +9.6% | +29.5% |
| 5Y | +96.4% | +59.2% | +37.2% | +41.8% |
| 10Y | +852.9% | +308.6% | +544.3% | +282.0% |
| All | +852.9% | +308.0% | +544.9% | +282.0% |
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