+58.8%
T vs EXPD
+329.8%
-271.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | -7.4% | +10.0% | +4.2% |
| 30D | -1.1% | -2.1% | +1.0% | -0.7% |
| 3M | -7.7% | +5.7% | -13.4% | -9.0% |
| 6M | -10.6% | +21.4% | -32.0% | -14.7% |
| YTD | -7.5% | +27.6% | -35.1% | -13.5% |
| 1Y | -7.4% | +36.1% | -43.5% | -14.9% |
| 3Y | +63.1% | +69.9% | -6.8% | +38.3% |
| 5Y | +55.2% | +59.7% | -4.5% | +31.6% |
| 10Y | +58.8% | +323.0% | -264.2% | -4.8% |
| All | +58.8% | +329.8% | -271.0% | -4.8% |
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