+35.4%
EIX vs EXPD
+336.9%
-301.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -1.5% | +3.6% | -5.1% | -2.5% |
| 30D | +8.1% | +0.3% | +7.9% | +7.9% |
| 3M | -12.1% | +6.1% | -18.2% | -13.8% |
| 6M | -13.4% | +27.4% | -40.8% | -19.8% |
| YTD | +5.6% | +32.0% | -26.4% | -4.4% |
| 1Y | +7.8% | +40.5% | -32.7% | -4.4% |
| 3Y | +9.8% | +75.7% | -65.9% | -11.2% |
| 5Y | +18.8% | +61.7% | -42.9% | -3.1% |
| All | +35.4% | +336.9% | -301.5% | -20.5% |
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