+85.2%
ET vs EXPD
+71.7%
+13.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -1.9% | -7.4% | +5.5% | -0.9% |
| 30D | -3.1% | -2.1% | -1.0% | -2.8% |
| 3M | -3.9% | +5.7% | -9.6% | -4.7% |
| 6M | +4.0% | +21.4% | -17.4% | +1.2% |
| YTD | +26.4% | +27.6% | -1.2% | +21.4% |
| 1Y | +24.9% | +36.1% | -11.2% | +18.4% |
| 3Y | +85.2% | +69.9% | +15.3% | +59.0% |
| All | +85.2% | +71.7% | +13.4% | +59.0% |
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