+321.1%
EXPD vs MKTX
+7.4%
+313.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +5.2% | +1.0% | +4.2% | +5.1% |
| 3M | +13.2% | +40.8% | -27.6% | +6.5% |
| 6M | +30.3% | -10.9% | +41.2% | +32.3% |
| YTD | +27.0% | -8.6% | +35.6% | +28.3% |
| 1Y | +57.3% | -11.6% | +68.9% | +59.6% |
| 3Y | +70.0% | -24.5% | +94.5% | +73.0% |
| 5Y | +61.6% | -60.7% | +122.3% | +81.9% |
| 10Y | +321.1% | +5.1% | +315.9% | +306.9% |
| All | +321.1% | +7.4% | +313.7% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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