+855.0%
EXPE vs EXPD
+779.2%
+75.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -9.5% | -1.1% | -8.4% | -9.0% |
| 30D | -6.6% | +4.1% | -10.7% | -8.6% |
| 3M | +31.4% | +17.9% | +13.5% | +20.5% |
| 6M | +35.2% | +29.2% | +6.0% | +17.7% |
| YTD | +5.8% | +27.4% | -21.6% | -8.1% |
| 1Y | +38.7% | +56.8% | -18.2% | +7.6% |
| 3Y | +175.8% | +68.0% | +107.7% | +103.1% |
| 5Y | +111.8% | +61.9% | +50.0% | +54.6% |
| 10Y | +179.7% | +316.0% | -136.3% | +21.8% |
| All | +855.0% | +779.2% | +75.9% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling