+424.7%
MAR vs EXPD
+314.6%
+110.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.2% | -1.1% | -3.0% | -3.6% |
| 30D | -6.7% | +4.1% | -10.7% | -8.4% |
| 3M | -12.5% | +17.9% | -30.4% | -19.3% |
| 6M | +0.6% | +29.2% | -28.7% | -11.6% |
| YTD | +9.1% | +27.4% | -18.2% | -4.5% |
| 1Y | +26.2% | +56.8% | -30.6% | -0.9% |
| 3Y | +68.2% | +68.0% | +0.1% | +24.7% |
| 5Y | +163.9% | +61.9% | +102.1% | +93.7% |
| All | +424.7% | +314.6% | +110.1% | +142.4% |
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