+115.9%
EXPE vs ED
+136.7%
-20.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 7D | -11.2% | +2.1% | -13.3% | -11.6% |
| 30D | -7.5% | +12.4% | -19.9% | -9.7% |
| 3M | -19.1% | +13.1% | -32.2% | -21.1% |
| 6M | +10.7% | +14.1% | -3.3% | +7.7% |
| YTD | -9.9% | +23.1% | -33.0% | -14.6% |
| 1Y | -4.6% | +25.4% | -30.1% | -10.1% |
| 3Y | +116.8% | +47.9% | +68.9% | +91.1% |
| 5Y | +38.6% | +81.9% | -43.3% | +13.7% |
| 10Y | +115.9% | +141.3% | -25.4% | +75.3% |
| All | +115.9% | +136.7% | -20.8% | +75.3% |
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