+82.5%
EQX vs EXPD
+61.0%
+21.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +1.7% | +1.2% | +0.6% | +1.6% |
| 30D | +11.1% | +5.2% | +5.9% | +10.3% |
| 3M | +23.1% | +13.2% | +9.9% | +20.8% |
| 6M | -21.8% | +30.3% | -52.2% | -25.1% |
| YTD | -8.1% | +27.0% | -35.1% | -11.8% |
| 1Y | +29.7% | +57.3% | -27.6% | +19.2% |
| 3Y | +179.9% | +70.0% | +109.9% | +148.2% |
| 5Y | +82.5% | +61.6% | +20.9% | +57.8% |
| All | +82.5% | +61.0% | +21.5% | +57.8% |
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