+55.9%
EXPD vs FIVE
+14.2%
+41.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +3.4% | +4.0% | -0.6% | +2.3% |
| 6M | +22.7% | +2.6% | +20.1% | +21.0% |
| YTD | +24.5% | +27.6% | -3.0% | +17.3% |
| 1Y | +38.6% | +59.9% | -21.3% | +25.1% |
| 3Y | +71.5% | +35.8% | +35.7% | +52.4% |
| All | +55.9% | +14.2% | +41.8% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling