+565.3%
RVMD vs EXPD
+172.8%
+392.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.1% |
| 7D | +0.5% | -7.2% | +7.7% | +3.6% |
| 30D | -4.3% | -3.3% | -1.0% | -2.9% |
| 3M | -2.8% | +3.4% | -6.2% | -4.2% |
| 6M | +27.3% | +22.7% | +4.6% | +16.6% |
| YTD | +141.4% | +24.5% | +116.9% | +115.9% |
| 1Y | +213.3% | +38.6% | +174.6% | +166.4% |
| 3Y | +792.7% | +71.5% | +721.2% | +565.3% |
| 5Y | +470.6% | +56.2% | +414.3% | +333.2% |
| All | +565.3% | +172.8% | +392.5% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling