+387.5%
EAT vs EXPD
+314.6%
+73.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | +1.9% | +4.1% | -2.2% | -0.4% |
| 3M | +68.7% | +17.9% | +50.8% | +52.3% |
| 6M | +66.9% | +29.2% | +37.7% | +41.5% |
| YTD | +60.4% | +27.4% | +33.1% | +35.4% |
| 1Y | +44.0% | +56.8% | -12.8% | +5.5% |
| 3Y | +604.7% | +68.0% | +536.6% | +374.3% |
| 5Y | +347.0% | +61.9% | +285.2% | +195.6% |
| All | +387.5% | +314.6% | +73.0% | +78.6% |
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