+334.3%
EXPD vs USFR
+28.5%
+305.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.5% |
| 30D | +0.6% | +0.4% | +0.2% | +0.7% |
| 3M | +9.8% | +1.1% | +8.7% | +10.2% |
| 6M | +25.8% | +2.1% | +23.7% | +26.6% |
| YTD | +31.3% | +3.4% | +27.8% | +32.9% |
| 1Y | +40.9% | +4.1% | +36.9% | +43.0% |
| 3Y | +74.7% | +14.4% | +60.3% | +82.6% |
| 5Y | +62.9% | +21.4% | +41.4% | +71.6% |
| 10Y | +334.3% | +28.5% | +305.8% | +358.2% |
| All | +334.3% | +28.5% | +305.8% | +358.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling