+14,043.8%
ECL vs EXPD
+30,870.6%
-16,826.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -1.9% |
| 7D | +1.7% | -4.8% | +6.5% | +2.7% |
| 30D | +8.9% | -1.5% | +10.4% | +9.2% |
| 3M | +7.4% | +4.1% | +3.3% | +6.3% |
| 6M | +19.3% | +24.0% | -4.7% | +13.3% |
| YTD | +17.4% | +27.4% | -10.0% | +10.1% |
| 1Y | +19.4% | +38.4% | -19.0% | +9.7% |
| 3Y | +80.5% | +73.2% | +7.3% | +56.1% |
| 5Y | +40.2% | +59.9% | -19.6% | +22.9% |
| 10Y | +207.8% | +319.9% | -112.1% | +120.3% |
| All | +14,043.8% | +30,870.6% | -16,826.8% | +6,413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling