+312.6%
EXPD vs FIVE
+478.4%
-165.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -2.0% |
| 30D | +4.1% | +12.5% | -8.4% | +1.5% |
| 3M | +17.9% | +31.2% | -13.3% | +11.3% |
| 6M | +29.2% | +14.4% | +14.9% | +24.3% |
| YTD | +27.4% | +33.9% | -6.5% | +18.7% |
| 1Y | +56.8% | +65.1% | -8.2% | +39.5% |
| 3Y | +68.0% | +49.0% | +19.1% | +44.7% |
| 5Y | +61.9% | +30.3% | +31.6% | +38.9% |
| All | +312.6% | +478.4% | -165.8% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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