+387.7%
V vs EXPD
+315.7%
+72.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +2.0% | +4.1% | -2.1% | +0.3% |
| 3M | +17.4% | +17.9% | -0.5% | +9.6% |
| 6M | +17.5% | +29.2% | -11.7% | +5.3% |
| YTD | +7.6% | +27.4% | -19.8% | -3.9% |
| 1Y | +7.7% | +56.8% | -49.1% | -12.5% |
| 3Y | +54.7% | +68.0% | -13.4% | +18.6% |
| 5Y | +73.0% | +61.9% | +11.2% | +31.0% |
| All | +387.7% | +315.7% | +72.0% | +133.9% |
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