+30,859.1%
EXPD vs RVTY
+2,416.7%
+28,442.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +4.1% | +13.2% | -9.1% | +0.6% |
| 3M | +17.9% | +27.2% | -9.3% | +10.1% |
| 6M | +29.2% | +32.4% | -3.2% | +18.6% |
| YTD | +27.4% | +34.9% | -7.5% | +16.2% |
| 1Y | +56.8% | +52.4% | +4.5% | +38.0% |
| 3Y | +68.0% | +12.3% | +55.8% | +56.7% |
| 5Y | +61.9% | -30.8% | +92.7% | +69.3% |
| 10Y | +316.0% | +150.7% | +165.3% | +206.7% |
| All | +30,859.1% | +2,416.7% | +28,442.4% | +13,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling