+88.9%
EXPD vs BOXX
+18.4%
+70.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +4.1% | +0.4% | +3.7% | +4.4% |
| 3M | +17.9% | +1.0% | +16.9% | +18.7% |
| 6M | +29.2% | +2.0% | +27.3% | +31.2% |
| YTD | +27.4% | +2.6% | +24.7% | +31.1% |
| 1Y | +56.8% | +4.1% | +52.8% | +68.3% |
| 3Y | +68.0% | +14.7% | +53.3% | +141.5% |
| All | +88.9% | +18.4% | +70.5% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 all: compounded portfolio wealth divided by compounded BOXX 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…
all analysis · Full analysis span regression · 6 months rolling