+1,077.0%
TER vs EXPD
+337.7%
+739.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.5% | +6.3% |
| 7D | +5.9% | -1.6% | +7.5% | +7.7% |
| 30D | -30.8% | +0.6% | -31.4% | -30.6% |
| 3M | -29.9% | +9.8% | -39.8% | -33.9% |
| 6M | -27.5% | +25.8% | -53.2% | -38.1% |
| YTD | +37.5% | +31.3% | +6.2% | +11.1% |
| 1Y | +50.3% | +40.9% | +9.3% | +15.1% |
| 3Y | +204.9% | +74.7% | +130.2% | +93.2% |
| 5Y | +89.2% | +62.9% | +26.3% | +24.7% |
| 10Y | +1,077.0% | +334.3% | +742.6% | +309.6% |
| All | +1,077.0% | +337.7% | +739.2% | +309.6% |
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