-66.8%
EL vs EXPD
+61.6%
-128.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.4% |
| 30D | +19.8% | +4.1% | +15.8% | +17.3% |
| 3M | +25.7% | +17.9% | +7.8% | +14.8% |
| 6M | +5.4% | +29.2% | -23.8% | -8.9% |
| YTD | +0.2% | +27.4% | -27.1% | -14.1% |
| 1Y | +20.4% | +56.8% | -36.4% | -10.0% |
| 3Y | -32.1% | +68.0% | -100.2% | -51.7% |
| All | -66.8% | +61.6% | -128.3% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling