+55.9%
EXPD vs REPL
-35.6%
+91.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.0% | -10.2% | -2.3% |
| 7D | -7.2% | +22.8% | -29.9% | -7.3% |
| 30D | -3.3% | +63.8% | -67.1% | -3.7% |
| 3M | +3.4% | +68.1% | -64.7% | +2.9% |
| 6M | +22.7% | +528.5% | -505.8% | +19.9% |
| YTD | +24.5% | +122.4% | -97.9% | +22.6% |
| 1Y | +38.6% | +154.4% | -115.7% | +36.2% |
| 3Y | +71.5% | +68.0% | +3.5% | +59.5% |
| All | +55.9% | -35.6% | +91.6% | +49.9% |
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