+197.7%
ECL vs EXPD
+334.2%
-136.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.8% |
| 7D | -0.5% | -5.5% | +4.9% | +1.8% |
| 30D | +8.8% | -1.9% | +10.7% | +9.6% |
| 3M | +7.8% | +6.1% | +1.8% | +4.6% |
| 6M | +21.3% | +21.6% | -0.3% | +10.3% |
| YTD | +17.8% | +27.9% | -10.1% | +2.8% |
| 1Y | +21.1% | +39.4% | -18.3% | +1.1% |
| 3Y | +80.1% | +72.7% | +7.4% | +30.5% |
| 5Y | +40.5% | +60.3% | -19.8% | +3.5% |
| 10Y | +197.7% | +332.6% | -134.8% | +26.2% |
| All | +197.7% | +334.2% | -136.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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