+239.8%
EW vs EXPD
+334.2%
-94.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.5% |
| 7D | +12.3% | -5.5% | +17.7% | +14.4% |
| 30D | +22.9% | -1.9% | +24.8% | +23.5% |
| 3M | +16.7% | +6.1% | +10.6% | +13.7% |
| 6M | +31.0% | +21.6% | +9.3% | +20.9% |
| YTD | +22.8% | +27.9% | -5.1% | +9.8% |
| 1Y | +25.6% | +39.4% | -13.8% | +8.2% |
| 3Y | +62.0% | +72.7% | -10.7% | +23.0% |
| 5Y | -12.8% | +60.3% | -73.1% | -32.8% |
| 10Y | +239.8% | +332.6% | -92.8% | +71.3% |
| All | +239.8% | +334.2% | -94.4% | +71.3% |
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