+14.8%
PL vs EXPD
+81.1%
-66.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.7% | -7.8% |
| 7D | -20.5% | -4.8% | -15.7% | -18.3% |
| 30D | -38.8% | -1.5% | -37.2% | -38.1% |
| 3M | -49.1% | +4.1% | -53.2% | -50.2% |
| 6M | -69.4% | +24.0% | -93.4% | -72.8% |
| YTD | -42.3% | +27.4% | -69.7% | -50.7% |
| 1Y | -14.2% | +38.4% | -52.6% | -29.9% |
| 3Y | +398.7% | +73.2% | +325.5% | +249.4% |
| 5Y | +11.1% | +59.9% | -48.7% | -23.3% |
| All | +14.8% | +81.1% | -66.3% | -21.6% |
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