+35.9%
EIX vs EXPD
+335.0%
-299.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.4% | +5.5% | -4.2% | -0.2% |
| 30D | +8.5% | -0.8% | +9.4% | +8.7% |
| 3M | -13.5% | +4.1% | -17.6% | -14.7% |
| 6M | -12.4% | +25.7% | -38.0% | -18.4% |
| YTD | +5.9% | +31.4% | -25.5% | -4.0% |
| 1Y | +7.6% | +42.2% | -34.6% | -5.0% |
| 3Y | +12.8% | +77.2% | -64.4% | -9.2% |
| 5Y | +19.2% | +61.0% | -41.8% | -2.6% |
| All | +35.9% | +335.0% | -299.1% | -20.1% |
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