-84.8%
EOSE vs EXPD
+53.8%
-138.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.2% | +15.9% | +13.0% |
| 7D | +9.7% | +0.3% | +9.5% | +9.5% |
| 30D | -34.6% | +1.8% | -36.4% | -34.8% |
| 3M | -50.8% | +8.9% | -59.7% | -51.5% |
| 6M | -66.5% | +42.2% | -108.7% | -67.5% |
| YTD | -81.3% | +33.4% | -114.7% | -83.4% |
| 1Y | -84.8% | +47.2% | -132.0% | -87.6% |
| All | -84.8% | +53.8% | -138.6% | -87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling