+80.8%
ED vs EXPD
+61.0%
+19.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | -0.1% | -5.5% | +5.4% | +0.4% |
| 30D | +11.6% | -1.9% | +13.5% | +11.7% |
| 3M | +10.5% | +6.1% | +4.5% | +9.8% |
| 6M | +13.2% | +21.6% | -8.4% | +10.8% |
| YTD | +22.1% | +27.9% | -5.8% | +18.3% |
| 1Y | +24.2% | +39.4% | -15.2% | +18.8% |
| 3Y | +46.9% | +72.7% | -25.7% | +34.6% |
| 5Y | +80.8% | +60.3% | +20.5% | +68.3% |
| All | +80.8% | +61.0% | +19.8% | +68.3% |
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 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