+153.1%
EXPE vs ED
+104.2%
+48.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.8% | -8.1% |
| 7D | -9.8% | +0.5% | -10.3% | -9.9% |
| 30D | -11.5% | +1.1% | -12.6% | -11.7% |
| 3M | +21.7% | +4.6% | +17.1% | +20.6% |
| 6M | +10.4% | -2.0% | +12.3% | +10.6% |
| YTD | -2.5% | +11.7% | -14.2% | -5.7% |
| 1Y | +27.3% | +15.7% | +11.6% | +21.9% |
| 3Y | +153.5% | +34.4% | +119.2% | +127.8% |
| 5Y | +91.1% | +67.3% | +23.8% | +59.4% |
| 10Y | +153.1% | +104.0% | +49.1% | +109.9% |
| All | +153.1% | +104.2% | +48.9% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling