-24.7%
U vs EXPD
+111.0%
-135.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +7.1% |
| 7D | +36.6% | -7.2% | +43.7% | +42.7% |
| 30D | +13.3% | -3.3% | +16.6% | +14.9% |
| 3M | +26.2% | +3.4% | +22.8% | +21.8% |
| 6M | +88.7% | +22.7% | +66.1% | +59.6% |
| YTD | +16.6% | +24.5% | -8.0% | -5.4% |
| 1Y | +29.0% | +38.6% | -9.7% | -4.4% |
| 3Y | +99.5% | +71.5% | +28.0% | +17.8% |
| 5Y | -66.1% | +56.2% | -122.4% | -79.6% |
| All | -24.7% | +111.0% | -135.7% | -62.8% |
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