+434.5%
EXPD vs USFR
+28.5%
+406.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -3.3% | +0.4% | -3.7% | -3.3% |
| 3M | +3.4% | +1.1% | +2.3% | +3.3% |
| 6M | +22.7% | +2.1% | +20.6% | +22.6% |
| YTD | +24.5% | +3.4% | +21.1% | +24.4% |
| 1Y | +38.6% | +4.1% | +34.5% | +38.4% |
| 3Y | +71.5% | +14.4% | +57.1% | +70.5% |
| 5Y | +56.2% | +21.3% | +34.9% | +54.5% |
| 10Y | +310.5% | +28.5% | +282.0% | +302.5% |
| All | +434.5% | +28.5% | +406.0% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling