+797.8%
EXPD vs MKTX
+1,446.2%
-648.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +4.1% | +1.1% | +3.0% | +3.8% |
| 3M | +17.9% | +36.1% | -18.2% | +8.5% |
| 6M | +29.2% | -12.9% | +42.1% | +31.4% |
| YTD | +27.4% | -8.5% | +35.9% | +27.9% |
| 1Y | +56.8% | -7.5% | +64.4% | +56.7% |
| 3Y | +68.0% | -28.3% | +96.4% | +72.9% |
| 5Y | +61.9% | -63.3% | +125.2% | +91.2% |
| 10Y | +316.0% | +4.5% | +311.5% | +258.8% |
| All | +797.8% | +1,446.2% | -648.5% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling