+362.7%
EXPD vs TRU
+238.0%
+124.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +2.6% |
| 7D | -1.1% | -6.8% | +5.6% | +0.8% |
| 30D | +4.1% | 0.0% | +4.0% | +3.8% |
| 3M | +17.9% | +13.3% | +4.6% | +12.8% |
| 6M | +29.2% | +3.4% | +25.8% | +26.3% |
| YTD | +27.4% | -6.4% | +33.7% | +27.5% |
| 1Y | +56.8% | -9.7% | +66.5% | +57.7% |
| 3Y | +68.0% | +0.1% | +67.9% | +56.3% |
| 5Y | +61.9% | -34.0% | +95.9% | +69.2% |
| 10Y | +316.0% | +147.9% | +168.1% | +198.5% |
| All | +362.7% | +238.0% | +124.8% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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