+131.1%
EQX vs EXPD
+75.3%
+55.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -10.5% | +5.5% | -16.0% | -10.5% |
| 30D | +0.2% | -0.8% | +1.0% | +0.1% |
| 3M | -7.9% | +4.1% | -12.1% | -8.0% |
| 6M | -28.6% | +25.7% | -54.3% | -28.8% |
| YTD | -26.3% | +31.4% | -57.7% | -26.3% |
| 1Y | -20.2% | +42.2% | -62.4% | -20.4% |
| 3Y | +131.1% | +77.2% | +53.9% | +105.2% |
| All | +131.1% | +75.3% | +55.8% | +105.2% |
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 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