+345.2%
IR vs EXPD
+299.6%
+45.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +3.2% |
| 7D | +5.0% | -5.5% | +10.5% | +8.3% |
| 30D | +10.3% | -1.9% | +12.2% | +11.5% |
| 3M | -0.1% | +6.1% | -6.2% | -3.6% |
| 6M | +14.8% | +21.6% | -6.9% | +2.2% |
| YTD | +9.7% | +27.9% | -18.1% | -6.6% |
| 1Y | +12.2% | +39.4% | -27.2% | -9.4% |
| 3Y | +30.0% | +72.7% | -42.7% | -10.0% |
| 5Y | +46.8% | +60.3% | -13.5% | +3.9% |
| All | +345.2% | +299.6% | +45.6% | +70.4% |
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