+446.6%
EXPD vs USFR
+27.5%
+419.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +4.1% | +0.3% | +3.8% | +4.1% |
| 3M | +17.9% | +1.0% | +16.9% | +17.9% |
| 6M | +29.2% | +1.9% | +27.3% | +29.1% |
| YTD | +27.4% | +2.6% | +24.7% | +27.2% |
| 1Y | +56.8% | +4.0% | +52.8% | +56.6% |
| 3Y | +68.0% | +14.1% | +53.9% | +67.0% |
| 5Y | +61.9% | +20.4% | +41.5% | +60.1% |
| 10Y | +316.0% | +28.0% | +288.0% | +307.9% |
| All | +446.6% | +27.5% | +419.1% | +425.0% |
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