+142.7%
ED vs EXPD
+334.5%
-191.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.6% |
| 7D | -0.9% | -1.6% | +0.6% | -0.7% |
| 30D | +11.2% | +0.6% | +10.6% | +11.0% |
| 3M | +11.8% | +9.8% | +2.0% | +9.7% |
| 6M | +14.1% | +25.8% | -11.7% | +9.2% |
| YTD | +23.0% | +31.3% | -8.3% | +15.9% |
| 1Y | +23.7% | +40.9% | -17.3% | +14.8% |
| 3Y | +47.7% | +74.7% | -27.0% | +29.0% |
| 5Y | +82.6% | +62.9% | +19.8% | +60.0% |
| All | +142.7% | +334.5% | -191.8% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling