+342.0%
EAT vs EXPD
+61.6%
+280.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +1.9% | +4.1% | -2.2% | +0.3% |
| 3M | +68.7% | +17.9% | +50.8% | +57.5% |
| 6M | +66.9% | +29.2% | +37.7% | +49.4% |
| YTD | +60.4% | +27.4% | +33.1% | +43.4% |
| 1Y | +44.0% | +56.8% | -12.8% | +16.9% |
| 3Y | +604.7% | +68.0% | +536.6% | +440.4% |
| All | +342.0% | +61.6% | +280.4% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling