+54.1%
T vs EXPD
+334.2%
-280.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | +1.7% | -5.5% | +7.1% | +2.9% |
| 30D | -1.7% | -1.9% | +0.2% | -1.4% |
| 3M | -7.3% | +6.1% | -13.4% | -8.6% |
| 6M | -11.2% | +21.6% | -32.8% | -15.3% |
| YTD | -8.1% | +27.9% | -35.9% | -14.1% |
| 1Y | -8.0% | +39.4% | -47.4% | -16.0% |
| 3Y | +62.1% | +72.7% | -10.5% | +37.0% |
| 5Y | +55.7% | +60.3% | -4.6% | +32.0% |
| 10Y | +54.1% | +332.6% | -278.5% | -3.9% |
| All | +54.1% | +334.2% | -280.0% | -3.9% |
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