+108.3%
V vs EXPD
+60.9%
+47.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.9% | +5.5% | -4.6% | -0.5% |
| 30D | +9.0% | -0.8% | +9.8% | +9.1% |
| 3M | +16.7% | +4.1% | +12.6% | +15.3% |
| 6M | +33.4% | +25.7% | +7.7% | +24.9% |
| YTD | +22.4% | +31.4% | -9.0% | +12.2% |
| 1Y | +27.7% | +42.2% | -14.5% | +14.2% |
| 3Y | +78.0% | +77.2% | +0.8% | +44.5% |
| All | +108.3% | +60.9% | +47.4% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling