-47.6%
S vs EXPD
+64.3%
-111.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.8% | -6.6% |
| 7D | +4.1% | +3.6% | +0.5% | +2.1% |
| 30D | -7.2% | +0.3% | -7.4% | -7.3% |
| 3M | 0.0% | +6.1% | -6.1% | -3.4% |
| 6M | +41.6% | +27.4% | +14.3% | +23.6% |
| YTD | +48.6% | +32.0% | +16.6% | +24.8% |
| 1Y | +30.0% | +40.5% | -10.5% | +4.8% |
| 3Y | +42.2% | +75.7% | -33.5% | -5.5% |
| 5Y | -70.8% | +61.7% | -132.5% | -80.9% |
| All | -47.6% | +64.3% | -111.8% | -66.6% |
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