+78.0%
EXPD vs EFV
+91.1%
-13.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.6% | +0.7% | +2.9% | +3.2% |
| 30D | +0.3% | +2.0% | -1.7% | -0.8% |
| 3M | +6.1% | -1.6% | +7.7% | +7.0% |
| 6M | +27.4% | +5.8% | +21.6% | +23.1% |
| YTD | +32.0% | +15.6% | +16.4% | +19.9% |
| 1Y | +40.5% | +19.0% | +21.6% | +25.1% |
| All | +78.0% | +91.1% | -13.1% | +16.0% |
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