+29.2%
EXPD vs RVTY
+35.0%
-5.8%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | +4.1% | +13.2% | -9.1% | +2.8% |
| 3M | +17.9% | +27.2% | -9.3% | +15.0% |
| 6M | +29.2% | +32.4% | -3.2% | +22.6% |
| All | +29.2% | +35.0% | -5.8% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling