+98.7%
DE vs EXPD
+55.6%
+43.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.0% |
| 7D | -0.6% | -7.2% | +6.6% | +1.8% |
| 30D | +2.3% | -3.3% | +5.5% | +3.3% |
| 3M | +9.5% | +3.4% | +6.1% | +7.9% |
| 6M | +14.1% | +22.7% | -8.6% | +5.7% |
| YTD | +45.4% | +24.5% | +20.9% | +32.8% |
| 1Y | +42.9% | +38.6% | +4.2% | +25.1% |
| 3Y | +84.8% | +71.5% | +13.3% | +47.6% |
| All | +98.7% | +55.6% | +43.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling