+210.1%
W vs EXPD
+335.0%
-124.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.2% | +5.5% | -5.4% | -5.1% |
| 30D | +6.8% | -0.8% | +7.6% | +7.4% |
| 3M | +10.7% | +4.1% | +6.5% | +5.5% |
| 6M | +86.3% | +25.7% | +60.7% | +46.9% |
| YTD | +11.5% | +31.4% | -19.9% | -19.3% |
| 1Y | +5.1% | +42.2% | -37.1% | -30.2% |
| 3Y | +171.0% | +77.2% | +93.8% | +43.8% |
| 5Y | -56.6% | +61.0% | -117.6% | -74.1% |
| All | +210.1% | +335.0% | -124.9% | -14.6% |
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