+310.8%
EAT vs EXPD
+335.0%
-24.2%
-84.9%
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% | +0.6% |
| 7D | -4.0% | +5.5% | -9.5% | -7.0% |
| 30D | -2.9% | -0.8% | -2.1% | -2.8% |
| 3M | -16.9% | +4.1% | -21.0% | -19.3% |
| 6M | +57.0% | +25.7% | +31.3% | +35.5% |
| YTD | +38.2% | +31.4% | +6.8% | +13.8% |
| 1Y | +69.3% | +42.2% | +27.1% | +32.5% |
| 3Y | +483.0% | +77.2% | +405.8% | +277.2% |
| 5Y | +364.1% | +61.0% | +303.1% | +211.4% |
| All | +310.8% | +335.0% | -24.2% | +44.8% |
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