+70.5%
NDAQ vs EXPD
+60.8%
+9.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.9% | -7.4% | +10.3% | +5.3% |
| 30D | +17.5% | -2.1% | +19.6% | +18.1% |
| 3M | +15.4% | +5.7% | +9.8% | +13.1% |
| 6M | +24.6% | +21.4% | +3.2% | +16.4% |
| YTD | +14.4% | +27.6% | -13.2% | +4.2% |
| 1Y | +26.9% | +36.1% | -9.2% | +12.8% |
| 3Y | +119.8% | +69.9% | +49.9% | +75.1% |
| 5Y | +70.5% | +59.7% | +10.8% | +40.1% |
| All | +70.5% | +60.8% | +9.7% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling