+235.5%
EW vs EXPD
+304.0%
-68.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.1% |
| 7D | +11.0% | -7.2% | +18.2% | +13.8% |
| 30D | +19.1% | -3.3% | +22.3% | +20.2% |
| 3M | +14.4% | +3.4% | +11.0% | +12.5% |
| 6M | +22.8% | +22.7% | +0.1% | +12.8% |
| YTD | +19.8% | +24.5% | -4.7% | +8.1% |
| 1Y | +23.9% | +38.6% | -14.8% | +6.9% |
| 3Y | +52.2% | +71.5% | -19.3% | +15.6% |
| 5Y | -13.9% | +56.2% | -70.2% | -33.0% |
| All | +235.5% | +304.0% | -68.5% | +78.1% |
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