+1,058.2%
EIX vs EXPD
+30,859.1%
-29,800.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -19.1% | -1.1% | -18.0% | -18.9% |
| 30D | -16.9% | +4.1% | -21.0% | -17.5% |
| 3M | -20.0% | +17.9% | -37.9% | -22.2% |
| 6M | -21.3% | +29.2% | -50.5% | -24.8% |
| YTD | -1.7% | +27.4% | -29.1% | -6.2% |
| 1Y | +9.6% | +56.8% | -47.3% | +0.8% |
| 3Y | -3.7% | +68.0% | -71.7% | -12.9% |
| 5Y | +22.6% | +61.9% | -39.2% | +10.5% |
| 10Y | +17.7% | +316.0% | -298.3% | -8.9% |
| All | +1,058.2% | +30,859.1% | -29,800.9% | +624.4% |
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