+216.4%
ET vs EXPD
+63.3%
+153.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +3.0% | +3.6% | -0.6% | +2.3% |
| 30D | -3.5% | +0.3% | -3.7% | -3.6% |
| 3M | -5.6% | +6.1% | -11.7% | -6.8% |
| 6M | +0.5% | +27.4% | -26.8% | -4.5% |
| YTD | +26.3% | +32.0% | -5.6% | +18.2% |
| 1Y | +25.7% | +40.5% | -14.9% | +15.7% |
| 3Y | +85.1% | +75.7% | +9.4% | +57.9% |
| 5Y | +216.4% | +61.7% | +154.7% | +152.8% |
| All | +216.4% | +63.3% | +153.1% | +152.8% |
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