+62.5%
T vs EXPD
+336.9%
-274.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | -2.9% | +0.3% | -3.2% | -3.1% |
| 3M | -7.5% | +6.1% | -13.6% | -8.8% |
| 6M | -9.9% | +27.4% | -37.3% | -15.0% |
| YTD | -6.4% | +32.0% | -38.4% | -13.2% |
| 1Y | -9.4% | +40.5% | -49.9% | -17.4% |
| 3Y | +64.9% | +75.7% | -10.8% | +38.8% |
| 5Y | +57.0% | +61.7% | -4.8% | +33.1% |
| All | +62.5% | +336.9% | -274.4% | -4.3% |
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