+69.2%
EXPD vs FIVE
+50.0%
+19.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | -1.1% | +4.3% | -5.4% | -1.7% |
| 30D | +4.1% | +12.5% | -8.4% | +2.2% |
| 3M | +17.9% | +31.2% | -13.3% | +13.1% |
| 6M | +29.2% | +14.4% | +14.9% | +25.7% |
| YTD | +27.4% | +33.9% | -6.5% | +20.9% |
| 1Y | +56.8% | +65.1% | -8.2% | +43.9% |
| All | +69.2% | +50.0% | +19.2% | +37.9% |
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 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