+62.8%
EXPD vs REPL
-54.3%
+117.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -1.1% | -3.0% | +1.8% | -1.1% |
| 30D | +4.1% | +27.1% | -23.1% | +3.8% |
| 3M | +17.9% | +52.4% | -34.5% | +17.0% |
| 6M | +29.2% | +107.4% | -78.2% | +27.0% |
| YTD | +27.4% | +54.7% | -27.4% | +25.6% |
| 1Y | +56.8% | +158.9% | -102.0% | +51.8% |
| 3Y | +68.0% | -23.7% | +91.8% | +63.5% |
| All | +62.8% | -54.3% | +117.1% | +58.7% |
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