+116.8%
EXPE vs EXPD
+71.7%
+45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -11.2% | -7.4% | -3.8% | -8.5% |
| 30D | -7.5% | -2.1% | -5.4% | -6.7% |
| 3M | -19.1% | +5.7% | -24.8% | -20.7% |
| 6M | +10.7% | +21.4% | -10.6% | +2.7% |
| YTD | -9.9% | +27.6% | -37.5% | -18.8% |
| 1Y | -4.6% | +36.1% | -40.7% | -16.5% |
| 3Y | +116.8% | +69.9% | +46.9% | +63.9% |
| All | +116.8% | +71.7% | +45.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling