+39.5%
EXPE vs EAT
+361.6%
-322.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.8% |
| 7D | -9.3% | -2.6% | -6.7% | -8.1% |
| 30D | +0.1% | +11.5% | -11.3% | -3.8% |
| 3M | -15.3% | -9.1% | -6.2% | -13.2% |
| 6M | +5.5% | +40.4% | -34.9% | -8.7% |
| YTD | -8.0% | +43.9% | -51.9% | -22.2% |
| 1Y | +18.9% | +101.9% | -83.1% | -12.5% |
| 3Y | +135.5% | +489.9% | -354.3% | -4.2% |
| All | +39.5% | +361.6% | -322.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling