+995.4%
TER vs EXPD
+335.0%
+660.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.1% |
| 7D | +14.4% | +5.5% | +8.8% | +10.4% |
| 30D | -30.6% | -0.8% | -29.8% | -29.6% |
| 3M | -39.2% | +4.1% | -43.3% | -40.5% |
| 6M | -31.3% | +25.7% | -56.9% | -41.3% |
| YTD | +29.1% | +31.4% | -2.3% | +4.2% |
| 1Y | +47.4% | +42.2% | +5.3% | +12.2% |
| 3Y | +191.2% | +77.2% | +114.0% | +82.5% |
| 5Y | +74.0% | +61.0% | +13.0% | +15.7% |
| All | +995.4% | +335.0% | +660.4% | +283.4% |
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