+308.6%
EXPD vs EFV
+163.3%
+145.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.6% |
| 30D | +4.1% | +0.2% | +3.9% | +3.9% |
| 3M | +13.8% | +9.6% | +4.2% | +6.8% |
| 6M | +27.3% | +14.0% | +13.2% | +15.7% |
| YTD | +25.4% | +18.5% | +7.0% | +10.8% |
| 1Y | +54.4% | +27.9% | +26.5% | +29.2% |
| 3Y | +67.9% | +92.4% | -24.6% | +4.7% |
| 5Y | +59.2% | +97.2% | -38.0% | -2.9% |
| 10Y | +308.6% | +163.0% | +145.5% | +107.9% |
| All | +308.6% | +163.3% | +145.2% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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