+449.7%
V vs EXPD
+304.0%
+145.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +2.2% | -7.2% | +9.4% | +5.0% |
| 30D | +13.6% | -3.3% | +16.9% | +14.9% |
| 3M | +14.3% | +3.4% | +10.9% | +12.5% |
| 6M | +33.1% | +22.7% | +10.4% | +22.1% |
| YTD | +21.2% | +24.5% | -3.3% | +9.1% |
| 1Y | +26.4% | +38.6% | -12.2% | +8.6% |
| 3Y | +77.6% | +71.5% | +6.1% | +34.6% |
| 5Y | +102.6% | +56.2% | +46.3% | +56.5% |
| All | +449.7% | +304.0% | +145.7% | +178.0% |
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