+708.4%
P vs EXPD
+315.7%
+392.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +6.5% | -1.1% | +7.7% | +7.3% |
| 30D | +18.8% | +4.1% | +14.8% | +16.0% |
| 3M | +26.7% | +17.9% | +8.8% | +14.7% |
| 6M | +62.2% | +29.2% | +32.9% | +38.6% |
| YTD | +48.5% | +27.4% | +21.1% | +27.2% |
| 1Y | +26.4% | +56.8% | -30.4% | -5.4% |
| 3Y | +159.4% | +68.0% | +91.4% | +80.6% |
| 5Y | +275.8% | +61.9% | +213.9% | +159.5% |
| All | +708.4% | +315.7% | +392.7% | +208.9% |
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