+342.7%
RMD vs EXPD
+337.7%
+5.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.7% |
| 7D | -0.8% | -1.6% | +0.7% | -0.2% |
| 30D | +1.7% | +0.6% | +1.1% | +1.2% |
| 3M | +6.4% | +9.8% | -3.4% | +1.8% |
| 6M | +20.7% | +25.8% | -5.0% | +8.7% |
| YTD | -0.2% | +31.3% | -31.4% | -12.7% |
| 1Y | -4.5% | +40.9% | -45.4% | -19.1% |
| 3Y | +70.5% | +74.7% | -4.2% | +27.4% |
| 5Y | -1.6% | +62.9% | -64.5% | -25.6% |
| 10Y | +342.7% | +334.3% | +8.3% | +107.3% |
| All | +342.7% | +337.7% | +5.0% | +107.3% |
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