+125.4%
EXPE vs EXPD
+337.7%
-212.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.0% |
| 7D | -17.8% | -1.6% | -16.2% | -16.9% |
| 30D | -3.2% | +0.6% | -3.8% | -3.4% |
| 3M | -19.0% | +9.8% | -28.8% | -22.6% |
| 6M | +17.7% | +25.8% | -8.0% | +5.1% |
| YTD | -7.8% | +31.3% | -39.0% | -20.5% |
| 1Y | -1.4% | +40.9% | -42.3% | -18.0% |
| 3Y | +121.9% | +74.7% | +47.2% | +61.5% |
| 5Y | +44.3% | +62.9% | -18.6% | +5.9% |
| 10Y | +125.4% | +334.3% | -208.9% | +10.4% |
| All | +125.4% | +337.7% | -212.3% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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