+60.1%
EXPD vs REPL
-35.0%
+95.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +5.5% | +1.2% | +4.3% | +5.5% |
| 30D | -0.8% | +92.2% | -93.0% | -1.3% |
| 3M | +4.1% | +44.1% | -40.0% | +3.8% |
| 6M | +25.7% | +313.0% | -287.3% | +23.5% |
| YTD | +31.4% | +125.2% | -93.8% | +29.4% |
| 1Y | +42.2% | +143.8% | -101.6% | +39.8% |
| 3Y | +77.2% | +104.2% | -27.0% | +61.9% |
| All | +60.1% | -35.0% | +95.1% | +53.6% |
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