+1,291.2%
ET vs EXPD
+560.3%
+730.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | -8.1% | -4.8% | -3.3% | -6.7% |
| 30D | -7.5% | -1.5% | -5.9% | -7.1% |
| 3M | -4.1% | +4.1% | -8.2% | -5.4% |
| 6M | -2.7% | +24.0% | -26.7% | -9.4% |
| YTD | +22.6% | +27.4% | -4.8% | +12.1% |
| 1Y | +22.0% | +38.4% | -16.4% | +8.4% |
| 3Y | +72.8% | +73.2% | -0.4% | +40.2% |
| 5Y | +201.4% | +59.9% | +141.6% | +146.3% |
| 10Y | +211.8% | +319.9% | -108.2% | +85.6% |
| All | +1,291.2% | +560.3% | +730.9% | +568.9% |
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