+395.7%
EFA vs EXPD
+1,650.4%
-1,254.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +0.9% | +4.1% | -3.2% | -0.7% |
| 3M | +4.9% | +17.9% | -13.0% | -1.8% |
| 6M | +8.6% | +29.2% | -20.7% | -2.4% |
| YTD | +14.6% | +27.4% | -12.7% | +2.8% |
| 1Y | +22.6% | +56.8% | -34.2% | +0.7% |
| 3Y | +66.5% | +68.0% | -1.5% | +30.7% |
| 5Y | +54.5% | +61.9% | -7.3% | +20.2% |
| 10Y | +144.8% | +316.0% | -171.2% | +26.4% |
| All | +395.7% | +1,650.4% | -1,254.6% | +44.6% |
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 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