+62.8%
EXPD vs DTE
+33.5%
+29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +4.1% | -2.6% | +6.6% | +4.9% |
| 3M | +17.9% | -3.9% | +21.8% | +19.1% |
| 6M | +29.2% | -7.9% | +37.1% | +32.1% |
| YTD | +27.4% | +7.2% | +20.2% | +23.2% |
| 1Y | +56.8% | +3.1% | +53.8% | +53.7% |
| 3Y | +68.0% | +47.6% | +20.5% | +42.0% |
| All | +62.8% | +33.5% | +29.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling