+196.8%
ECL vs EXPD
+304.0%
-107.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -0.8% | -7.2% | +6.4% | +2.4% |
| 30D | +8.1% | -3.3% | +11.4% | +9.6% |
| 3M | +6.4% | +3.4% | +3.0% | +4.4% |
| 6M | +14.8% | +22.7% | -7.9% | +3.8% |
| YTD | +15.5% | +24.5% | -9.1% | +2.0% |
| 1Y | +20.1% | +38.6% | -18.5% | +0.5% |
| 3Y | +77.8% | +71.5% | +6.2% | +29.0% |
| 5Y | +37.9% | +56.2% | -18.4% | +2.9% |
| All | +196.8% | +304.0% | -107.3% | +35.8% |
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