-4.9%
DOW vs EXPD
+165.7%
-170.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.5% |
| 7D | -9.5% | -7.2% | -2.3% | -5.7% |
| 30D | +13.1% | -3.3% | +16.3% | +15.1% |
| 3M | +4.8% | +3.4% | +1.4% | +2.2% |
| 6M | -16.7% | +22.7% | -39.3% | -27.1% |
| YTD | +38.9% | +24.5% | +14.3% | +18.2% |
| 1Y | +48.3% | +38.6% | +9.6% | +17.6% |
| 3Y | -24.4% | +71.5% | -95.9% | -49.3% |
| 5Y | -29.2% | +56.2% | -85.5% | -50.9% |
| All | -4.9% | +165.7% | -170.5% | -65.4% |
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