-57.3%
EOSE vs EXPD
+122.0%
-179.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.6% |
| 7D | +41.4% | -0.9% | +42.4% | +41.9% |
| 30D | +3.6% | +4.1% | -0.4% | +1.4% |
| 3M | -35.7% | +13.8% | -49.5% | -40.1% |
| 6M | -29.9% | +27.3% | -57.1% | -38.9% |
| YTD | -62.5% | +25.4% | -87.9% | -67.7% |
| 1Y | -37.4% | +54.4% | -91.8% | -53.1% |
| 3Y | +55.8% | +67.9% | -12.1% | +5.6% |
| 5Y | -67.8% | +59.2% | -127.0% | -79.0% |
| All | -57.3% | +122.0% | -179.3% | -68.0% |
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