+3.7%
EL vs EXPD
+72.3%
-68.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.6% |
| 7D | +8.0% | -5.5% | +13.5% | +10.6% |
| 30D | +15.4% | -1.9% | +17.3% | +16.2% |
| 3M | +28.5% | +6.1% | +22.4% | +24.4% |
| 6M | +32.2% | +21.6% | +10.6% | +19.4% |
| YTD | +9.2% | +27.9% | -18.7% | -6.1% |
| 1Y | +30.8% | +39.4% | -8.6% | +6.1% |
| 3Y | +3.7% | +72.7% | -69.0% | -36.7% |
| All | +3.7% | +72.3% | -68.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling