+26.8%
PL vs EXPD
+77.0%
-50.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.3% | +12.6% | +11.5% |
| 7D | -6.8% | -7.2% | +0.3% | -3.1% |
| 30D | -29.3% | -3.3% | -26.0% | -27.9% |
| 3M | -44.8% | +3.4% | -48.2% | -45.8% |
| 6M | -68.4% | +22.7% | -91.1% | -71.8% |
| YTD | -36.4% | +24.5% | -60.9% | -45.0% |
| 1Y | +0.7% | +38.6% | -37.9% | -18.2% |
| 3Y | +455.3% | +71.5% | +383.8% | +290.3% |
| 5Y | +22.7% | +56.2% | -33.6% | -14.5% |
| All | +26.8% | +77.0% | -50.2% | -12.5% |
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