+801.5%
EXPD vs MKTX
+1,467.9%
-666.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +6.1% | +2.4% | +3.7% | +5.5% |
| 6M | +21.6% | +13.5% | +8.2% | +16.6% |
| YTD | +27.9% | -7.2% | +35.1% | +28.0% |
| 1Y | +39.4% | +1.0% | +38.4% | +36.7% |
| 3Y | +72.7% | -23.7% | +96.4% | +75.7% |
| 5Y | +60.3% | -54.4% | +114.7% | +80.1% |
| 10Y | +332.6% | +13.2% | +319.4% | +266.3% |
| All | +801.5% | +1,467.9% | -666.4% | +218.7% |
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