+19.3%
ECL vs EXPD
+40.4%
-21.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.9% | +5.5% | -2.7% | +2.4% |
| 30D | +7.5% | -0.8% | +8.3% | +7.4% |
| 3M | +12.2% | +4.1% | +8.1% | +11.8% |
| 6M | +24.6% | +25.7% | -1.1% | +22.3% |
| YTD | +18.8% | +31.4% | -12.6% | +14.6% |
| 1Y | +19.3% | +42.2% | -22.8% | +13.0% |
| All | +19.3% | +40.4% | -21.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling