+301.7%
SPOT vs EXPD
+245.6%
+56.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.6% | +3.6% | -6.2% | -3.8% |
| 30D | +13.5% | +0.3% | +13.2% | +13.2% |
| 3M | +22.2% | +6.1% | +16.2% | +19.3% |
| 6M | +38.3% | +27.4% | +10.9% | +25.4% |
| YTD | +3.1% | +32.0% | -28.9% | -8.8% |
| 1Y | -7.6% | +40.5% | -48.2% | -20.4% |
| 3Y | +250.0% | +75.7% | +174.4% | +165.5% |
| 5Y | +113.3% | +61.7% | +51.6% | +63.1% |
| All | +301.7% | +245.6% | +56.0% | +128.3% |
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