-4.3%
M vs EXPD
+329.8%
-334.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +5.0% | -7.4% | +12.4% | +10.7% |
| 30D | +10.6% | -2.1% | +12.7% | +12.2% |
| 3M | +1.6% | +5.7% | -4.1% | -2.7% |
| 6M | +30.8% | +21.4% | +9.5% | +13.1% |
| YTD | +16.9% | +27.6% | -10.7% | -5.0% |
| 1Y | +26.3% | +36.1% | -9.9% | -2.2% |
| 3Y | +158.6% | +69.9% | +88.7% | +64.8% |
| 5Y | +2.1% | +59.7% | -57.6% | -33.1% |
| 10Y | -4.3% | +323.0% | -327.4% | -66.1% |
| All | -4.3% | +329.8% | -334.2% | -66.1% |
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