+245.4%
EQX vs EXPD
+204.4%
+41.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | +9.4% | +4.1% | +5.3% | +8.9% |
| 3M | +16.8% | +13.8% | +3.1% | +15.0% |
| 6M | -23.7% | +27.3% | -51.0% | -26.0% |
| YTD | -9.6% | +25.4% | -35.0% | -12.4% |
| 1Y | +29.1% | +54.4% | -25.3% | +21.4% |
| 3Y | +175.3% | +67.9% | +107.5% | +152.9% |
| 5Y | +77.3% | +59.2% | +18.1% | +60.1% |
| All | +245.4% | +204.4% | +41.0% | +307.3% |
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