+78.0%
EXPD vs USFR
+14.3%
+63.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.6% | +0.1% | +3.5% | +3.7% |
| 30D | +0.3% | +0.4% | -0.1% | +0.7% |
| 3M | +6.1% | +1.0% | +5.0% | +7.9% |
| 6M | +27.4% | +2.0% | +25.3% | +32.7% |
| YTD | +32.0% | +3.4% | +28.5% | +43.6% |
| 1Y | +40.5% | +4.1% | +36.5% | +55.2% |
| All | +78.0% | +14.3% | +63.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling