+59.2%
EXPD vs MKTX
-61.3%
+120.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +4.1% | +1.0% | +3.1% | +3.9% |
| 3M | +13.8% | +41.3% | -27.5% | +8.0% |
| 6M | +27.3% | -11.3% | +38.6% | +30.2% |
| YTD | +25.4% | -8.6% | +34.0% | +27.5% |
| 1Y | +54.4% | -11.1% | +65.4% | +57.4% |
| 3Y | +67.9% | -24.5% | +92.4% | +70.6% |
| 5Y | +59.2% | -61.4% | +120.6% | +71.5% |
| All | +59.2% | -61.3% | +120.4% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling