+1,006.2%
TER vs EXPD
+329.8%
+676.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -8.9% | -7.4% | -1.5% | -3.3% |
| 30D | -39.1% | -2.1% | -37.0% | -37.8% |
| 3M | -32.8% | +5.7% | -38.5% | -34.9% |
| 6M | -31.7% | +21.4% | -53.1% | -40.3% |
| YTD | +26.9% | +27.6% | -0.7% | +4.5% |
| 1Y | +33.6% | +36.1% | -2.6% | +4.8% |
| 3Y | +181.5% | +69.9% | +111.6% | +81.7% |
| 5Y | +76.1% | +59.7% | +16.5% | +17.6% |
| 10Y | +1,006.2% | +323.0% | +683.2% | +290.9% |
| All | +1,006.2% | +329.8% | +676.4% | +290.9% |
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