+140.6%
EXE vs EXPD
+101.3%
+39.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -6.6% | -7.2% | +0.6% | -5.3% |
| 30D | -4.0% | -3.3% | -0.7% | -3.4% |
| 3M | -7.5% | +3.4% | -10.8% | -8.1% |
| 6M | -11.7% | +22.7% | -34.4% | -15.2% |
| YTD | -22.0% | +24.5% | -46.5% | -25.8% |
| 1Y | -21.8% | +38.6% | -60.4% | -27.4% |
| 3Y | +8.0% | +71.5% | -63.5% | -6.7% |
| 5Y | +62.3% | +56.2% | +6.0% | +38.8% |
| All | +140.6% | +101.3% | +39.4% | +98.8% |
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