+82.5%
O vs EXPD
+337.7%
-255.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | +9.4% | +0.6% | +8.8% | +9.1% |
| 3M | -2.4% | +9.8% | -12.2% | -5.1% |
| 6M | -1.9% | +25.8% | -27.6% | -8.4% |
| YTD | +10.5% | +31.3% | -20.8% | +0.7% |
| 1Y | +10.0% | +40.9% | -31.0% | -2.0% |
| 3Y | +40.5% | +74.7% | -34.3% | +13.9% |
| 5Y | +10.2% | +62.9% | -52.6% | -9.9% |
| 10Y | +82.5% | +334.3% | -251.9% | +4.0% |
| All | +82.5% | +337.7% | -255.3% | +4.0% |
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