+1,296.6%
ET vs EXPD
+545.4%
+751.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +1.1% |
| 7D | -7.9% | -7.2% | -0.7% | -5.8% |
| 30D | -5.9% | -3.3% | -2.7% | -5.1% |
| 3M | -5.2% | +3.4% | -8.6% | -6.4% |
| 6M | +0.3% | +22.7% | -22.4% | -6.3% |
| YTD | +23.1% | +24.5% | -1.4% | +13.3% |
| 1Y | +22.7% | +38.6% | -15.9% | +9.0% |
| 3Y | +75.4% | +71.5% | +3.9% | +42.7% |
| 5Y | +202.6% | +56.2% | +146.4% | +148.9% |
| 10Y | +213.0% | +310.5% | -97.5% | +87.6% |
| All | +1,296.6% | +545.4% | +751.2% | +576.1% |
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