+182.5%
EQX vs EXPD
+220.3%
-37.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.3% |
| 7D | -8.3% | +3.6% | -11.9% | -8.7% |
| 30D | -4.7% | +0.3% | -5.0% | -4.8% |
| 3M | -10.1% | +6.1% | -16.2% | -10.8% |
| 6M | -29.9% | +27.4% | -57.3% | -32.0% |
| YTD | -26.0% | +32.0% | -58.0% | -28.8% |
| 1Y | -21.0% | +40.5% | -61.5% | -24.6% |
| 3Y | +127.7% | +75.7% | +52.0% | +108.0% |
| 5Y | +22.0% | +61.7% | -39.7% | +9.6% |
| All | +182.5% | +220.3% | -37.8% | +230.9% |
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 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