-26.3%
U vs EXPD
+116.3%
-142.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +24.4% | -7.4% | +31.8% | +30.1% |
| 30D | +7.4% | -2.1% | +9.5% | +8.0% |
| 3M | +16.8% | +5.7% | +11.1% | +11.0% |
| 6M | +78.8% | +21.4% | +57.4% | +52.4% |
| YTD | +14.0% | +27.6% | -13.7% | -9.1% |
| 1Y | +16.7% | +36.1% | -19.4% | -11.9% |
| 3Y | +86.4% | +69.9% | +16.5% | +11.9% |
| 5Y | -71.5% | +59.7% | -131.1% | -83.1% |
| All | -26.3% | +116.3% | -142.6% | -64.3% |
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