+3,653.2%
FIX vs EXPD
+304.0%
+3,349.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.7% |
| 7D | -17.5% | -7.2% | -10.3% | -13.6% |
| 30D | -41.6% | -3.3% | -38.3% | -40.2% |
| 3M | -40.6% | +3.4% | -44.0% | -41.5% |
| 6M | -49.4% | +22.7% | -72.1% | -54.9% |
| YTD | +9.2% | +24.5% | -15.4% | -5.3% |
| 1Y | +6.5% | +38.6% | -32.2% | -13.1% |
| 3Y | +448.7% | +71.5% | +377.2% | +277.2% |
| 5Y | +948.7% | +56.2% | +892.5% | +647.0% |
| All | +3,653.2% | +304.0% | +3,349.2% | +1,294.4% |
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