+40.5%
ECL vs EXPD
+61.0%
-20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.1% |
| 7D | -0.5% | -5.5% | +4.9% | +1.3% |
| 30D | +8.8% | -1.9% | +10.7% | +9.4% |
| 3M | +7.8% | +6.1% | +1.8% | +5.4% |
| 6M | +21.3% | +21.6% | -0.3% | +12.8% |
| YTD | +17.8% | +27.9% | -10.1% | +6.2% |
| 1Y | +21.1% | +39.4% | -18.3% | +5.3% |
| 3Y | +80.1% | +72.7% | +7.4% | +38.6% |
| 5Y | +40.5% | +60.3% | -19.8% | +8.2% |
| All | +40.5% | +61.0% | -20.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling