+39.5%
EXPE vs EXPD
+55.6%
-16.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.9% |
| 7D | -9.3% | -7.2% | -2.2% | -6.3% |
| 30D | +0.1% | -3.3% | +3.4% | +1.7% |
| 3M | -15.3% | +3.4% | -18.7% | -16.6% |
| 6M | +5.5% | +22.7% | -17.2% | -4.0% |
| YTD | -8.0% | +24.5% | -32.5% | -17.7% |
| 1Y | +18.9% | +38.6% | -19.8% | +1.1% |
| 3Y | +135.5% | +71.5% | +64.0% | +75.6% |
| All | +39.5% | +55.6% | -16.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling