+855.0%
EXPE vs ED
+441.8%
+413.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.2% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | +31.4% | +3.9% | +27.5% | +29.4% |
| 6M | +35.2% | -3.0% | +38.2% | +36.2% |
| YTD | +5.8% | +10.7% | -4.9% | +0.3% |
| 1Y | +38.7% | +13.3% | +25.3% | +29.7% |
| 3Y | +175.8% | +34.5% | +141.3% | +131.8% |
| 5Y | +111.8% | +67.1% | +44.7% | +57.8% |
| 10Y | +179.7% | +103.0% | +76.7% | +75.1% |
| All | +855.0% | +441.8% | +413.2% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling