+11,556.1%
EAT vs EXPD
+30,859.1%
-19,302.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | +1.9% | +4.1% | -2.2% | +0.8% |
| 3M | +68.7% | +17.9% | +50.8% | +60.6% |
| 6M | +66.9% | +29.2% | +37.7% | +54.2% |
| YTD | +60.4% | +27.4% | +33.1% | +48.2% |
| 1Y | +44.0% | +56.8% | -12.8% | +24.8% |
| 3Y | +604.7% | +68.0% | +536.6% | +493.1% |
| 5Y | +347.0% | +61.9% | +285.2% | +277.3% |
| 10Y | +390.8% | +316.0% | +74.8% | +229.0% |
| All | +11,556.1% | +30,859.1% | -19,302.9% | +4,403.3% |
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