+197.5%
ECL vs EXPD
+336.9%
-139.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -0.5% | +3.6% | -4.1% | -2.0% |
| 30D | +6.6% | +0.3% | +6.3% | +6.3% |
| 3M | +9.6% | +6.1% | +3.5% | +6.4% |
| 6M | +21.6% | +27.4% | -5.8% | +8.2% |
| YTD | +16.9% | +32.0% | -15.1% | +0.6% |
| 1Y | +17.9% | +40.5% | -22.7% | -1.8% |
| 3Y | +76.5% | +75.7% | +0.8% | +27.0% |
| 5Y | +36.6% | +61.7% | -25.1% | +0.6% |
| All | +197.5% | +336.9% | -139.4% | +27.8% |
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