+127.7%
EXPE vs EXPD
+335.0%
-207.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -3.1% |
| 30D | -6.1% | -0.8% | -5.3% | -5.7% |
| 3M | -21.3% | +4.1% | -25.5% | -22.9% |
| 6M | +19.0% | +25.7% | -6.7% | +6.2% |
| YTD | -8.4% | +31.4% | -39.8% | -21.1% |
| 1Y | -2.8% | +42.2% | -45.0% | -19.6% |
| 3Y | +120.8% | +77.2% | +43.6% | +59.4% |
| 5Y | +46.2% | +61.0% | -14.8% | +8.0% |
| All | +127.7% | +335.0% | -207.3% | +9.1% |
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