+75.5%
EXPD vs FIVE
+35.4%
+40.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.9% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -1.5% | +14.9% | -16.5% | -3.5% |
| 3M | +4.1% | +7.6% | -3.5% | +2.7% |
| 6M | +24.0% | +6.4% | +17.6% | +22.1% |
| YTD | +27.4% | +28.1% | -0.7% | +21.6% |
| 1Y | +38.4% | +54.7% | -16.3% | +28.4% |
| All | +75.5% | +35.4% | +40.1% | +45.8% |
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