+183.3%
EXPD vs REPL
+45.5%
+137.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | -7.4% | +12.7% | -20.1% | -7.6% |
| 30D | -2.1% | +73.5% | -75.6% | -3.3% |
| 3M | +5.7% | +70.3% | -64.6% | +4.4% |
| 6M | +21.4% | +472.0% | -450.6% | +14.5% |
| YTD | +27.6% | +139.5% | -111.9% | +21.3% |
| 1Y | +36.1% | +167.3% | -131.2% | +28.9% |
| 3Y | +69.9% | +109.5% | -39.7% | +46.1% |
| 5Y | +59.7% | -29.9% | +89.6% | +45.4% |
| All | +183.3% | +45.5% | +137.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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