+366.2%
EFA vs EXPD
+1,611.5%
-1,245.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | -1.4% | -7.2% | +5.7% | +1.3% |
| 30D | -1.2% | -3.3% | +2.1% | 0.0% |
| 3M | -5.1% | +3.4% | -8.5% | -6.5% |
| 6M | -1.2% | +22.7% | -23.9% | -9.2% |
| YTD | +7.8% | +24.5% | -16.7% | -2.7% |
| 1Y | +12.2% | +38.6% | -26.5% | -3.1% |
| 3Y | +61.5% | +71.5% | -10.0% | +25.5% |
| 5Y | +45.8% | +56.2% | -10.5% | +15.1% |
| 10Y | +141.8% | +310.5% | -168.6% | +25.3% |
| All | +366.2% | +1,611.5% | -1,245.3% | +36.8% |
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