+83.2%
ES vs EXPD
+315.7%
-232.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | -2.0% | +4.1% | -6.0% | -3.1% |
| 3M | +1.7% | +17.9% | -16.2% | -3.1% |
| 6M | -3.5% | +29.2% | -32.8% | -10.7% |
| YTD | +7.9% | +27.4% | -19.4% | -0.5% |
| 1Y | +17.2% | +56.8% | -39.7% | +0.8% |
| 3Y | +29.3% | +68.0% | -38.7% | +7.4% |
| 5Y | -5.7% | +61.9% | -67.6% | -22.3% |
| All | +83.2% | +315.7% | -232.5% | +11.3% |
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