+523.2%
TEAM vs EXPD
+315.7%
+207.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -0.4% | -1.1% | +0.7% | +0.1% |
| 30D | +67.3% | +4.1% | +63.2% | +64.1% |
| 3M | +86.8% | +17.9% | +68.9% | +72.3% |
| 6M | +146.8% | +29.2% | +117.6% | +116.4% |
| YTD | +16.9% | +27.4% | -10.4% | +1.9% |
| 1Y | +12.8% | +56.8% | -44.0% | -12.9% |
| 3Y | -7.3% | +68.0% | -75.3% | -32.5% |
| 5Y | -50.7% | +61.9% | -112.6% | -64.1% |
| All | +523.2% | +315.7% | +207.5% | +225.4% |
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