+120.8%
EXPE vs ED
+50.2%
+70.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.0% |
| 7D | -0.5% | +2.1% | -2.5% | -0.3% |
| 30D | -6.1% | +10.4% | -16.5% | -4.8% |
| 3M | -21.3% | +12.5% | -33.9% | -20.0% |
| 6M | +19.0% | +14.9% | +4.1% | +21.8% |
| YTD | -8.4% | +24.8% | -33.3% | -5.5% |
| 1Y | -2.8% | +23.8% | -26.6% | +0.3% |
| 3Y | +120.8% | +51.6% | +69.1% | +113.8% |
| All | +120.8% | +50.2% | +70.6% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling