+32.2%
EIX vs EXPD
+334.2%
-301.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | +0.7% | -5.5% | +6.2% | +2.2% |
| 30D | +8.8% | -1.9% | +10.6% | +9.2% |
| 3M | -10.9% | +6.1% | -17.0% | -12.7% |
| 6M | -10.3% | +21.6% | -31.9% | -15.7% |
| YTD | +5.8% | +27.9% | -22.1% | -3.2% |
| 1Y | +11.4% | +39.4% | -28.0% | -1.1% |
| 3Y | +11.1% | +72.7% | -61.6% | -9.8% |
| 5Y | +18.5% | +60.3% | -41.8% | -3.3% |
| 10Y | +32.2% | +332.6% | -300.3% | -20.1% |
| All | +32.2% | +334.2% | -301.9% | -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