+10,667.1%
EAT vs EXPD
+30,870.6%
-20,203.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -2.2% |
| 7D | -3.3% | -4.8% | +1.5% | -2.0% |
| 30D | +11.7% | -1.5% | +13.2% | +12.0% |
| 3M | -5.9% | +4.1% | -10.0% | -7.1% |
| 6M | +46.7% | +24.0% | +22.7% | +37.1% |
| YTD | +48.2% | +27.4% | +20.8% | +36.6% |
| 1Y | +105.4% | +38.4% | +67.1% | +85.0% |
| 3Y | +502.8% | +73.2% | +429.6% | +402.0% |
| 5Y | +376.3% | +59.9% | +316.4% | +303.5% |
| 10Y | +400.0% | +319.9% | +80.1% | +233.9% |
| All | +10,667.1% | +30,870.6% | -20,203.5% | +4,051.4% |
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