+88.4%
ES vs EXPD
+313.3%
-225.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.5% | +3.3% |
| 7D | +5.9% | -4.8% | +10.7% | +7.2% |
| 30D | +10.2% | -1.5% | +11.7% | +10.5% |
| 3M | +0.4% | +4.1% | -3.7% | -1.0% |
| 6M | +6.9% | +24.0% | -17.1% | +0.1% |
| YTD | +10.5% | +27.4% | -16.9% | +1.7% |
| 1Y | +3.2% | +38.4% | -35.2% | -7.5% |
| 3Y | +49.0% | +73.2% | -24.1% | +22.4% |
| 5Y | +4.5% | +59.9% | -55.4% | -13.4% |
| All | +88.4% | +313.3% | -225.0% | +17.2% |
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