+39.5%
EXPE vs ED
+80.7%
-41.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.6% |
| 7D | -9.3% | +1.6% | -11.0% | -9.4% |
| 30D | +0.1% | +13.3% | -13.2% | -0.6% |
| 3M | -15.3% | +9.7% | -25.0% | -15.8% |
| 6M | +5.5% | +12.8% | -7.3% | +4.8% |
| YTD | -8.0% | +22.3% | -30.3% | -9.9% |
| 1Y | +18.9% | +26.3% | -7.4% | +15.7% |
| 3Y | +135.5% | +45.0% | +90.5% | +116.1% |
| All | +39.5% | +80.7% | -41.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling