+332.6%
EXPD vs DTE
+138.9%
+193.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.9% |
| 7D | -5.5% | +1.8% | -7.3% | -6.0% |
| 30D | -1.9% | +9.0% | -10.9% | -4.6% |
| 3M | +6.1% | -0.2% | +6.3% | +6.0% |
| 6M | +21.6% | +0.1% | +21.5% | +21.2% |
| YTD | +27.9% | +10.0% | +17.9% | +23.0% |
| 1Y | +39.4% | +4.7% | +34.7% | +36.3% |
| 3Y | +72.7% | +55.7% | +17.0% | +46.4% |
| 5Y | +60.3% | +45.1% | +15.2% | +38.6% |
| 10Y | +332.6% | +145.1% | +187.5% | +236.4% |
| All | +332.6% | +138.9% | +193.6% | +236.4% |
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