-80.2%
EOSE vs EXPD
+132.3%
-212.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +2.9% | +11.5% | +12.9% |
| 7D | -7.0% | -1.6% | -5.4% | -5.8% |
| 30D | -16.7% | +0.6% | -17.3% | -16.7% |
| 3M | -53.1% | +9.8% | -62.9% | -55.2% |
| 6M | -76.8% | +25.8% | -102.5% | -79.4% |
| YTD | -82.6% | +31.3% | -113.9% | -85.3% |
| 1Y | -89.3% | +40.9% | -130.2% | -91.3% |
| 3Y | +55.5% | +74.7% | -19.3% | +3.1% |
| 5Y | -81.9% | +62.9% | -144.7% | -88.3% |
| All | -80.2% | +132.3% | -212.5% | -85.5% |
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