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  • EXPE vs EAT✓SelectedUSD · EATEXPE vs EAT performance historyLatest closeAs of-0.71%09/09
Stock and ETF performance explorer

EXPE vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+158.0%
EAT return
+370.1%
Excess return
-212.0%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-0.7%-3.2%+2.5%+0.4%
7D-11.5%-6.8%-4.7%-9.2%
30D-13.1%-5.4%-7.7%-11.7%
3M+18.1%+42.8%-24.6%+3.0%
6M+13.3%+56.5%-43.2%-5.7%
YTD-3.2%+50.0%-53.2%-18.5%
1Y+26.1%+38.3%-12.1%+8.3%
3Y+151.7%+591.6%-439.9%+9.9%
5Y+88.3%+312.6%-224.3%-5.5%
10Y+158.0%+381.4%-223.4%-8.6%
All+158.0%+370.1%-212.0%-8.6%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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