+328.6%
EXPD vs RVTY
+216.9%
+111.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +3.6% | +4.1% | -0.5% | +2.2% |
| 30D | +0.3% | +1.3% | -1.0% | -0.4% |
| 3M | +6.1% | +33.3% | -27.2% | -4.5% |
| 6M | +27.4% | +58.3% | -30.9% | +7.3% |
| YTD | +32.0% | +62.7% | -30.7% | +9.2% |
| 1Y | +40.5% | +67.2% | -26.7% | +14.9% |
| 3Y | +75.7% | +87.3% | -11.6% | +32.9% |
| 5Y | +61.7% | -13.4% | +75.2% | +60.8% |
| All | +328.6% | +216.9% | +111.7% | +155.7% |
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