+5,831.7%
FIX vs EXPD
+314.6%
+5,517.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +6.0% | -1.1% | +7.2% | +6.7% |
| 30D | -7.2% | +4.1% | -11.3% | -9.2% |
| 3M | -15.9% | +17.9% | -33.8% | -23.4% |
| 6M | +12.7% | +29.2% | -16.5% | -3.2% |
| YTD | +72.8% | +27.4% | +45.4% | +47.7% |
| 1Y | +122.9% | +56.8% | +66.1% | +67.3% |
| 3Y | +774.3% | +68.0% | +706.3% | +509.2% |
| 5Y | +2,049.5% | +61.9% | +1,987.6% | +1,383.8% |
| All | +5,831.7% | +314.6% | +5,517.2% | +2,081.1% |
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 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