+10,358.7%
EAT vs EXPD
+30,172.0%
-19,813.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.2% |
| 7D | -2.6% | -7.2% | +4.5% | -0.6% |
| 30D | +11.5% | -3.3% | +14.7% | +12.4% |
| 3M | -9.1% | +3.4% | -12.5% | -10.1% |
| 6M | +40.4% | +22.7% | +17.7% | +31.7% |
| YTD | +43.9% | +24.5% | +19.4% | +33.6% |
| 1Y | +101.9% | +38.6% | +63.3% | +81.7% |
| 3Y | +489.9% | +71.5% | +418.4% | +392.7% |
| 5Y | +362.6% | +56.2% | +306.4% | +294.6% |
| 10Y | +385.7% | +310.5% | +75.2% | +226.5% |
| All | +10,358.7% | +30,172.0% | -19,813.3% | +3,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling