+273.8%
RF vs EXPD
+313.3%
-39.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | +1.0% |
| 30D | +5.0% | -1.5% | +6.6% | +5.8% |
| 3M | -10.0% | +4.1% | -14.1% | -12.4% |
| 6M | +3.3% | +24.0% | -20.7% | -9.6% |
| YTD | +7.9% | +27.4% | -19.5% | -8.4% |
| 1Y | +21.2% | +38.4% | -17.1% | -2.3% |
| 3Y | +105.8% | +73.2% | +32.6% | +39.9% |
| 5Y | +43.7% | +59.9% | -16.1% | +0.2% |
| All | +273.8% | +313.3% | -39.5% | +31.8% |
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