+72.7%
EXPD vs RVTY
+90.0%
-17.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.8% |
| 7D | -5.5% | +6.0% | -11.5% | -6.8% |
| 30D | -1.9% | +4.3% | -6.2% | -3.0% |
| 3M | +6.1% | +40.2% | -34.1% | -3.1% |
| 6M | +21.6% | +59.3% | -37.7% | +6.7% |
| YTD | +27.9% | +66.5% | -38.6% | +10.1% |
| 1Y | +39.4% | +77.5% | -38.1% | +17.7% |
| 3Y | +72.7% | +92.5% | -19.8% | +41.5% |
| All | +72.7% | +90.0% | -17.4% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling