+484.0%
V vs EXPD
+335.0%
+149.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.9% | +5.5% | -4.6% | -1.2% |
| 30D | +9.0% | -0.8% | +9.8% | +9.1% |
| 3M | +16.7% | +4.1% | +12.6% | +14.6% |
| 6M | +33.4% | +25.7% | +7.7% | +21.2% |
| YTD | +22.4% | +31.4% | -9.0% | +7.7% |
| 1Y | +27.7% | +42.2% | -14.5% | +8.6% |
| 3Y | +78.0% | +77.2% | +0.8% | +33.1% |
| 5Y | +108.5% | +61.0% | +47.5% | +59.4% |
| All | +484.0% | +335.0% | +149.0% | +169.6% |
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