+71.5%
EXPD vs EFV
+84.2%
-12.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -7.2% | -0.7% | -6.5% | -6.9% |
| 30D | -3.3% | +0.9% | -4.2% | -3.8% |
| 3M | +3.4% | -3.6% | +6.9% | +5.4% |
| 6M | +22.7% | +2.5% | +20.2% | +20.6% |
| YTD | +24.5% | +13.2% | +11.3% | +14.4% |
| 1Y | +38.6% | +20.3% | +18.3% | +22.2% |
| 3Y | +71.5% | +84.9% | -13.4% | +14.9% |
| All | +71.5% | +84.2% | -12.7% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling