+308.6%
EXPD vs DTE
+138.6%
+170.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +4.1% | -1.9% | +5.9% | +4.6% |
| 3M | +13.8% | -3.3% | +17.1% | +14.8% |
| 6M | +27.3% | -7.1% | +34.4% | +29.8% |
| YTD | +25.4% | +8.1% | +17.3% | +21.5% |
| 1Y | +54.4% | +5.3% | +49.1% | +50.7% |
| 3Y | +67.9% | +48.2% | +19.7% | +44.8% |
| 5Y | +59.2% | +33.2% | +25.9% | +41.6% |
| 10Y | +308.6% | +137.5% | +171.0% | +209.9% |
| All | +308.6% | +138.6% | +170.0% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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