+64.9%
EL vs EXPD
+329.8%
-265.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +7.6% | -7.4% | +15.0% | +11.9% |
| 30D | +15.7% | -2.1% | +17.8% | +16.7% |
| 3M | +30.5% | +5.7% | +24.8% | +26.2% |
| 6M | +32.5% | +21.4% | +11.2% | +18.5% |
| YTD | +9.4% | +27.6% | -18.2% | -6.7% |
| 1Y | +28.4% | +36.1% | -7.8% | +5.3% |
| 3Y | +4.4% | +69.9% | -65.4% | -25.4% |
| 5Y | -64.5% | +59.7% | -124.2% | -74.3% |
| 10Y | +64.9% | +323.0% | -258.2% | -22.4% |
| All | +64.9% | +329.8% | -265.0% | -22.4% |
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