+776.0%
EXPD vs EFV
+240.5%
+535.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.2% |
| 7D | -7.2% | -0.7% | -6.5% | -6.8% |
| 30D | -3.3% | +0.9% | -4.2% | -4.0% |
| 3M | +3.4% | -3.6% | +6.9% | +6.0% |
| 6M | +22.7% | +2.5% | +20.2% | +19.9% |
| YTD | +24.5% | +13.2% | +11.3% | +12.1% |
| 1Y | +38.6% | +20.3% | +18.3% | +19.1% |
| 3Y | +71.5% | +84.9% | -13.4% | +5.2% |
| 5Y | +56.2% | +87.7% | -31.5% | -6.0% |
| 10Y | +310.5% | +160.7% | +149.7% | +86.1% |
| All | +776.0% | +240.5% | +535.4% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling