+191.4%
EXPD vs REPL
+36.1%
+155.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +3.0% |
| 7D | -1.6% | +5.3% | -6.8% | -1.7% |
| 30D | +0.6% | +66.6% | -66.0% | -0.6% |
| 3M | +9.8% | +59.6% | -49.8% | +8.6% |
| 6M | +25.8% | +482.4% | -456.6% | +18.5% |
| YTD | +31.3% | +124.1% | -92.8% | +25.0% |
| 1Y | +40.9% | +138.6% | -97.6% | +33.9% |
| 3Y | +74.7% | +96.0% | -21.3% | +50.4% |
| 5Y | +62.9% | -35.4% | +98.3% | +48.6% |
| All | +191.4% | +36.1% | +155.3% | +124.0% |
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