+469.3%
NDAQ vs EXPD
+334.2%
+135.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.2% |
| 7D | -0.1% | -5.5% | +5.4% | +2.0% |
| 30D | +15.9% | -1.9% | +17.7% | +16.5% |
| 3M | +15.1% | +6.1% | +9.0% | +12.0% |
| 6M | +22.9% | +21.6% | +1.3% | +12.8% |
| YTD | +12.8% | +27.9% | -15.0% | +0.2% |
| 1Y | +26.0% | +39.4% | -13.4% | +7.6% |
| 3Y | +119.7% | +72.7% | +47.0% | +66.0% |
| 5Y | +65.4% | +60.3% | +5.1% | +26.7% |
| 10Y | +469.3% | +332.6% | +136.7% | +181.3% |
| All | +469.3% | +334.2% | +135.1% | +181.3% |
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