+332.1%
EXPD vs RACE
+647.6%
-315.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +4.1% | +0.8% | +3.3% | +3.8% |
| 3M | +17.9% | +17.2% | +0.7% | +12.7% |
| 6M | +29.2% | +13.6% | +15.6% | +23.9% |
| YTD | +27.4% | +12.2% | +15.1% | +21.8% |
| 1Y | +56.8% | -16.3% | +73.1% | +62.3% |
| 3Y | +68.0% | +36.4% | +31.6% | +46.3% |
| 5Y | +61.9% | +95.0% | -33.1% | +24.8% |
| 10Y | +316.0% | +813.2% | -497.2% | +121.0% |
| All | +332.1% | +647.6% | -315.5% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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