+50.0%
EXPE vs ED
+27.1%
+22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.0% | +7.5% | +10.9% |
| 7D | +14.6% | +5.4% | +9.3% | +15.8% |
| 30D | +21.4% | +16.4% | +5.0% | +27.4% |
| 3M | +1.4% | +11.9% | -10.5% | +4.3% |
| 6M | +28.6% | +11.6% | +17.0% | +31.9% |
| YTD | +12.1% | +24.1% | -12.0% | +21.1% |
| 1Y | +50.0% | +26.9% | +23.1% | +63.2% |
| All | +50.0% | +27.1% | +22.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling