+73.7%
EXE vs EXPD
+62.8%
+10.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -9.2% | +9.8% | -19.0% | -10.7% |
| 6M | -7.2% | +25.8% | -33.0% | -11.1% |
| YTD | -18.3% | +31.3% | -49.5% | -22.8% |
| 1Y | -23.6% | +40.9% | -64.5% | -29.0% |
| 3Y | +21.9% | +74.7% | -52.8% | +5.9% |
| 5Y | +73.7% | +62.9% | +10.8% | +41.3% |
| All | +73.7% | +62.8% | +10.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling