+49.6%
O vs EXPD
+314.6%
-265.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -1.9% | +4.1% | -6.0% | -3.0% |
| 3M | +3.8% | +17.9% | -14.1% | -1.1% |
| 6M | -4.7% | +29.2% | -34.0% | -12.0% |
| YTD | +12.5% | +27.4% | -14.9% | +3.6% |
| 1Y | +10.8% | +56.8% | -46.0% | -5.0% |
| 3Y | +28.8% | +68.0% | -39.3% | +5.7% |
| 5Y | +13.2% | +61.9% | -48.7% | -7.9% |
| All | +49.6% | +314.6% | -265.0% | -16.5% |
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