+571.7%
QQQ vs EXPD
+316.4%
+255.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.8% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | -0.6% | +5.2% | -5.8% | -2.9% |
| 3M | +1.3% | +13.2% | -11.9% | -4.4% |
| 6M | +18.1% | +30.3% | -12.2% | +4.1% |
| YTD | +16.9% | +27.0% | -10.1% | +3.1% |
| 1Y | +24.0% | +57.3% | -33.3% | -2.2% |
| 3Y | +95.6% | +70.0% | +25.6% | +44.6% |
| 5Y | +94.5% | +61.6% | +32.9% | +44.0% |
| 10Y | +571.7% | +321.1% | +250.6% | +221.9% |
| All | +571.7% | +316.4% | +255.3% | +221.9% |
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