+71.5%
EXPD vs FIVE
+34.8%
+36.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -3.3% | +17.7% | -20.9% | -5.5% |
| 3M | +3.4% | +4.0% | -0.6% | +2.5% |
| 6M | +22.7% | +2.6% | +20.1% | +21.4% |
| YTD | +24.5% | +27.6% | -3.0% | +18.9% |
| 1Y | +38.6% | +59.9% | -21.3% | +28.1% |
| 3Y | +71.5% | +35.8% | +35.7% | +42.6% |
| All | +71.5% | +34.8% | +36.7% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling