+67.3%
F vs EXPD
+335.0%
-267.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.1% | +5.5% | -8.6% | -6.0% |
| 30D | 0.0% | -0.8% | +0.8% | +0.2% |
| 3M | -13.2% | +4.1% | -17.4% | -15.6% |
| 6M | -10.2% | +25.7% | -35.9% | -22.2% |
| YTD | -4.9% | +31.4% | -36.3% | -21.6% |
| 1Y | -6.1% | +42.2% | -48.3% | -26.4% |
| 3Y | +46.0% | +77.2% | -31.2% | -4.3% |
| 5Y | -15.7% | +61.0% | -76.7% | -42.0% |
| All | +67.3% | +335.0% | -267.7% | -38.0% |
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 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