+460.1%
TEAM vs EXPD
+304.0%
+156.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.3% | -13.9% | -15.1% |
| 7D | -19.8% | -7.2% | -12.7% | -16.8% |
| 30D | -21.5% | -3.3% | -18.2% | -20.1% |
| 3M | +39.5% | +3.4% | +36.1% | +37.5% |
| 6M | +73.1% | +22.7% | +50.4% | +56.9% |
| YTD | -5.2% | +24.5% | -29.7% | -16.4% |
| 1Y | -1.6% | +38.6% | -40.2% | -18.1% |
| 3Y | -11.4% | +71.5% | -83.0% | -36.5% |
| 5Y | -65.1% | +56.2% | -121.3% | -74.1% |
| All | +460.1% | +304.0% | +156.0% | +198.6% |
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