+326.6%
EXPD vs RVTY
+211.6%
+115.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | +5.5% | -0.5% | +6.0% | +5.7% |
| 30D | -0.8% | +1.5% | -2.3% | -1.5% |
| 3M | +4.1% | +31.5% | -27.3% | -5.8% |
| 6M | +25.7% | +62.7% | -37.0% | +4.9% |
| YTD | +31.4% | +60.0% | -28.6% | +9.3% |
| 1Y | +42.2% | +65.7% | -23.5% | +16.6% |
| 3Y | +77.2% | +85.2% | -8.0% | +34.4% |
| 5Y | +61.0% | -14.9% | +75.9% | +61.0% |
| All | +326.6% | +211.6% | +115.1% | +155.9% |
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