+379.9%
EAT vs EXPD
+60.9%
+319.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.0% | +5.5% | -9.5% | -6.1% |
| 30D | -2.9% | -0.8% | -2.1% | -2.8% |
| 3M | -16.9% | +4.1% | -21.0% | -18.6% |
| 6M | +57.0% | +25.7% | +31.3% | +41.8% |
| YTD | +38.2% | +31.4% | +6.8% | +21.0% |
| 1Y | +69.3% | +42.2% | +27.1% | +42.9% |
| 3Y | +483.0% | +77.2% | +405.8% | +329.4% |
| All | +379.9% | +60.9% | +319.0% | +222.9% |
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