+106.8%
RUN vs EXPD
+330.8%
-224.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -4.6% |
| 7D | +18.1% | -5.5% | +23.5% | +22.8% |
| 30D | +27.5% | -1.9% | +29.4% | +28.7% |
| 3M | -4.5% | +6.1% | -10.6% | -10.3% |
| 6M | -33.3% | +21.6% | -55.0% | -44.6% |
| YTD | -47.1% | +27.9% | -75.0% | -59.0% |
| 1Y | -43.1% | +39.4% | -82.5% | -59.3% |
| 3Y | -3.0% | +72.7% | -75.6% | -43.9% |
| 5Y | -82.6% | +60.3% | -142.9% | -89.2% |
| All | +106.8% | +330.8% | -224.0% | -34.1% |
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