+53.4%
EOSE vs EXPD
+76.1%
-22.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.2% |
| 7D | -3.7% | +3.6% | -7.3% | -4.4% |
| 30D | -22.0% | +0.3% | -22.3% | -22.0% |
| 3M | -57.3% | +6.1% | -63.4% | -57.8% |
| 6M | -77.7% | +27.4% | -105.0% | -78.6% |
| YTD | -84.2% | +32.0% | -116.2% | -85.0% |
| 1Y | -89.5% | +40.5% | -130.1% | -90.2% |
| All | +53.4% | +76.1% | -22.7% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling