+503.1%
EAT vs EXPD
+72.3%
+430.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.2% |
| 7D | -3.9% | -5.5% | +1.5% | -2.5% |
| 30D | +5.0% | -1.9% | +6.9% | +5.3% |
| 3M | -9.6% | +6.1% | -15.7% | -11.4% |
| 6M | +46.8% | +21.6% | +25.1% | +37.8% |
| YTD | +41.8% | +27.9% | +13.9% | +30.2% |
| 1Y | +98.3% | +39.4% | +58.9% | +76.9% |
| 3Y | +503.1% | +72.7% | +430.4% | +354.6% |
| All | +503.1% | +72.3% | +430.8% | +354.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling