+314.0%
EAT vs EXPD
+325.6%
-11.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -5.9% | -7.4% | +1.5% | -1.8% |
| 30D | +0.7% | -2.1% | +2.8% | +1.6% |
| 3M | -14.2% | +5.7% | -19.9% | -17.4% |
| 6M | +40.7% | +21.4% | +19.4% | +23.9% |
| YTD | +36.0% | +27.6% | +8.4% | +13.9% |
| 1Y | +83.1% | +36.1% | +46.9% | +47.1% |
| 3Y | +474.8% | +69.9% | +404.9% | +281.8% |
| 5Y | +347.6% | +59.7% | +287.9% | +200.0% |
| All | +314.0% | +325.6% | -11.5% | +44.2% |
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