+686.6%
P vs EXPD
+304.0%
+382.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.8% |
| 7D | -23.8% | -7.2% | -16.6% | -20.2% |
| 30D | -36.6% | -3.3% | -33.4% | -35.2% |
| 3M | +10.9% | +3.4% | +7.5% | +8.9% |
| 6M | +30.0% | +22.7% | +7.3% | +15.3% |
| YTD | +44.4% | +24.5% | +19.9% | +25.6% |
| 1Y | +3.9% | +38.6% | -34.7% | -15.3% |
| 3Y | +176.6% | +71.5% | +105.1% | +90.6% |
| 5Y | +249.3% | +56.2% | +193.0% | +148.7% |
| All | +686.6% | +304.0% | +382.6% | +229.8% |
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