+328.6%
EXPD vs DTE
+151.2%
+177.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +3.6% | +3.2% | +0.4% | +2.6% |
| 30D | +0.3% | +8.5% | -8.2% | -2.3% |
| 3M | +6.1% | +1.3% | +4.8% | +5.5% |
| 6M | +27.4% | -0.7% | +28.1% | +27.2% |
| YTD | +32.0% | +10.6% | +21.4% | +26.7% |
| 1Y | +40.5% | +2.6% | +37.9% | +38.3% |
| 3Y | +75.7% | +56.5% | +19.2% | +48.7% |
| 5Y | +61.7% | +46.7% | +15.0% | +39.3% |
| All | +328.6% | +151.2% | +177.4% | +230.5% |
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