-8.1%
M vs EXPD
+335.0%
-343.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.8% |
| 7D | +7.0% | +5.5% | +1.5% | +3.2% |
| 30D | +8.9% | -0.8% | +9.7% | +9.3% |
| 3M | +4.5% | +4.1% | +0.4% | +1.2% |
| 6M | +36.2% | +25.7% | +10.5% | +14.8% |
| YTD | +15.1% | +31.4% | -16.3% | -8.4% |
| 1Y | +27.4% | +42.2% | -14.7% | -4.4% |
| 3Y | +160.1% | +77.2% | +83.0% | +60.7% |
| 5Y | -1.6% | +61.0% | -62.6% | -35.8% |
| All | -8.1% | +335.0% | -343.1% | -67.4% |
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