+110.4%
EOG vs EXPD
+308.0%
-197.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +7.9% | +4.1% | +3.8% | +6.0% |
| 3M | +4.5% | +13.8% | -9.3% | -1.4% |
| 6M | +12.3% | +27.3% | -15.0% | +0.5% |
| YTD | +41.9% | +25.4% | +16.4% | +26.4% |
| 1Y | +27.8% | +54.4% | -26.5% | +2.8% |
| 3Y | +21.8% | +67.9% | -46.1% | -8.3% |
| 5Y | +174.0% | +59.2% | +114.8% | +104.5% |
| 10Y | +110.4% | +308.6% | -198.2% | -3.9% |
| All | +110.4% | +308.0% | -197.6% | -3.9% |
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