-4.6%
DOW vs EXPD
+172.2%
-176.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -6.8% | -7.4% | +0.6% | -2.8% |
| 30D | +10.8% | -2.1% | +12.9% | +11.9% |
| 3M | +4.1% | +5.7% | -1.6% | +0.3% |
| 6M | -12.7% | +21.4% | -34.1% | -23.1% |
| YTD | +39.2% | +27.6% | +11.6% | +16.8% |
| 1Y | +49.5% | +36.1% | +13.4% | +20.1% |
| 3Y | -24.4% | +69.9% | -94.3% | -48.9% |
| 5Y | -29.6% | +59.7% | -89.2% | -51.8% |
| All | -4.6% | +172.2% | -176.9% | -65.8% |
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