+236.1%
EW vs EXPD
+329.8%
-93.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +9.3% | -7.4% | +16.7% | +12.2% |
| 30D | +22.1% | -2.1% | +24.2% | +22.8% |
| 3M | +13.0% | +5.7% | +7.3% | +10.3% |
| 6M | +30.1% | +21.4% | +8.7% | +20.1% |
| YTD | +22.0% | +27.6% | -5.6% | +9.1% |
| 1Y | +23.7% | +36.1% | -12.4% | +7.7% |
| 3Y | +62.0% | +69.9% | -7.9% | +24.0% |
| 5Y | -12.4% | +59.7% | -72.1% | -32.4% |
| 10Y | +236.1% | +323.0% | -87.0% | +72.7% |
| All | +236.1% | +329.8% | -93.8% | +72.7% |
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