+195.3%
EQT vs EXPD
+61.0%
+134.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | +1.0% | +5.2% | -4.2% | -0.3% |
| 3M | +4.0% | +13.2% | -9.2% | +0.7% |
| 6M | -11.7% | +30.3% | -42.0% | -17.8% |
| YTD | +2.8% | +27.0% | -24.2% | -4.3% |
| 1Y | +10.0% | +57.3% | -47.3% | -4.3% |
| 3Y | +34.1% | +70.0% | -35.8% | +11.3% |
| 5Y | +195.3% | +61.6% | +133.7% | +147.2% |
| All | +195.3% | +61.0% | +134.3% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling