+301.7%
EXPD vs RVTY
+206.3%
+95.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.2% |
| 7D | -7.2% | -1.2% | -6.0% | -6.9% |
| 30D | -3.3% | +1.0% | -4.3% | -3.8% |
| 3M | +3.4% | +35.8% | -32.4% | -7.5% |
| 6M | +22.7% | +56.7% | -34.0% | +3.7% |
| YTD | +24.5% | +60.7% | -36.2% | +3.4% |
| 1Y | +38.6% | +73.7% | -35.0% | +11.8% |
| 3Y | +71.5% | +82.8% | -11.3% | +30.8% |
| 5Y | +56.2% | -7.0% | +63.3% | +51.0% |
| All | +301.7% | +206.3% | +95.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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