+12,781.7%
ECL vs EXPD
+30,859.1%
-18,077.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | -2.2% | +4.1% | -6.2% | -3.1% |
| 3M | +10.1% | +17.9% | -7.8% | +5.9% |
| 6M | -5.7% | +29.2% | -35.0% | -11.5% |
| YTD | +7.0% | +27.4% | -20.4% | +0.4% |
| 1Y | +2.7% | +56.8% | -54.2% | -8.4% |
| 3Y | +57.7% | +68.0% | -10.3% | +37.4% |
| 5Y | +31.1% | +61.9% | -30.7% | +14.6% |
| 10Y | +150.9% | +316.0% | -165.1% | +80.0% |
| All | +12,781.7% | +30,859.1% | -18,077.4% | +5,838.7% |
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