+63.7%
EL vs EXPD
+335.0%
-271.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | +1.5% | +5.5% | -4.0% | -1.3% |
| 30D | +10.0% | -0.8% | +10.8% | +10.2% |
| 3M | +28.4% | +4.1% | +24.3% | +25.2% |
| 6M | +37.1% | +25.7% | +11.4% | +20.3% |
| YTD | +7.8% | +31.4% | -23.6% | -9.6% |
| 1Y | +26.0% | +42.2% | -16.1% | +0.9% |
| 3Y | +3.8% | +77.2% | -73.4% | -27.6% |
| 5Y | -65.2% | +61.0% | -126.2% | -74.9% |
| All | +63.7% | +335.0% | -271.3% | -24.3% |
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