+1,162.5%
EIX vs EXPD
+30,870.6%
-29,708.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.2% |
| 7D | +2.5% | -4.8% | +7.3% | +3.3% |
| 30D | +14.1% | -1.5% | +15.6% | +14.3% |
| 3M | -9.4% | +4.1% | -13.5% | -10.1% |
| 6M | -9.1% | +24.0% | -33.1% | -12.5% |
| YTD | +7.1% | +27.4% | -20.3% | +2.1% |
| 1Y | +13.3% | +38.4% | -25.1% | +6.4% |
| 3Y | +10.9% | +73.2% | -62.3% | -0.3% |
| 5Y | +21.0% | +59.9% | -38.9% | +9.3% |
| 10Y | +33.6% | +319.9% | -286.3% | +3.1% |
| All | +1,162.5% | +30,870.6% | -29,708.1% | +688.6% |
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 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