+171.9%
ET vs EXPD
+315.7%
-143.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +7.5% | +4.1% | +3.4% | +6.0% |
| 3M | +11.4% | +17.9% | -6.5% | +5.2% |
| 6M | +18.5% | +29.2% | -10.7% | +8.0% |
| YTD | +37.4% | +27.4% | +10.0% | +24.7% |
| 1Y | +30.9% | +56.8% | -25.9% | +9.3% |
| 3Y | +98.7% | +68.0% | +30.7% | +57.9% |
| 5Y | +230.7% | +61.9% | +168.8% | +159.3% |
| All | +171.9% | +315.7% | -143.8% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling