+59.9%
EXPD vs REPL
-40.1%
+99.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -4.4% |
| 7D | -4.8% | +15.1% | -19.9% | -4.9% |
| 30D | -1.5% | +51.1% | -52.6% | -1.9% |
| 3M | +4.1% | +69.2% | -65.1% | +3.6% |
| 6M | +24.0% | +597.6% | -573.5% | +21.1% |
| YTD | +27.4% | +106.0% | -78.6% | +25.5% |
| 1Y | +38.4% | +133.3% | -95.0% | +36.0% |
| 3Y | +73.2% | +41.0% | +32.2% | +62.9% |
| 5Y | +59.9% | -40.1% | +100.0% | +51.8% |
| All | +59.9% | -40.1% | +99.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling