+28.0%
EIX vs EXPD
+304.0%
-276.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | +1.0% | -7.2% | +8.1% | +3.0% |
| 30D | +9.1% | -3.3% | +12.4% | +10.0% |
| 3M | -10.2% | +3.4% | -13.6% | -11.3% |
| 6M | -11.2% | +22.7% | -33.9% | -16.9% |
| YTD | +4.5% | +24.5% | -20.0% | -3.7% |
| 1Y | +10.9% | +38.6% | -27.8% | -1.5% |
| 3Y | +8.4% | +71.5% | -63.1% | -11.9% |
| 5Y | +18.0% | +56.2% | -38.3% | -3.0% |
| All | +28.0% | +304.0% | -276.0% | -22.6% |
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