+507.3%
EAT vs EXPD
+72.7%
+434.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -2.3% |
| 7D | -3.3% | -4.8% | +1.5% | -2.1% |
| 30D | +11.7% | -1.5% | +13.2% | +11.9% |
| 3M | -5.9% | +4.1% | -10.0% | -7.3% |
| 6M | +46.7% | +24.0% | +22.7% | +36.9% |
| YTD | +48.2% | +27.4% | +20.8% | +36.2% |
| 1Y | +105.4% | +38.4% | +67.1% | +83.9% |
| All | +507.3% | +72.7% | +434.5% | +357.0% |
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