+102.8%
RUN vs EXPD
+304.0%
-201.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +3.0% |
| 7D | +33.4% | -7.2% | +40.6% | +41.0% |
| 30D | +31.1% | -3.3% | +34.4% | +34.0% |
| 3M | +6.4% | +3.4% | +3.0% | +2.2% |
| 6M | -22.2% | +22.7% | -44.9% | -35.7% |
| YTD | -45.8% | +24.5% | -70.3% | -57.0% |
| 1Y | -51.1% | +38.6% | -89.8% | -65.0% |
| 3Y | -3.0% | +71.5% | -74.5% | -43.7% |
| 5Y | -82.2% | +56.2% | -138.5% | -88.7% |
| All | +102.8% | +304.0% | -201.2% | -34.6% |
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