+59.7%
EXPD vs RVTY
-7.6%
+67.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -7.4% | -2.7% | -4.7% | -6.7% |
| 30D | -2.1% | +3.2% | -5.3% | -3.2% |
| 3M | +5.7% | +37.2% | -31.5% | -4.6% |
| 6M | +21.4% | +57.7% | -36.3% | +4.2% |
| YTD | +27.6% | +64.8% | -37.2% | +7.1% |
| 1Y | +36.1% | +72.8% | -36.7% | +12.3% |
| 3Y | +69.9% | +89.8% | -19.9% | +30.8% |
| 5Y | +59.7% | -8.4% | +68.1% | +61.2% |
| All | +59.7% | -7.6% | +67.3% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling