-64.5%
EL vs EXPD
+60.8%
-125.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.1% |
| 6M | +32.5% | +21.4% | +11.2% | +18.2% |
| YTD | +9.4% | +27.6% | -18.2% | -7.3% |
| 1Y | +28.4% | +36.1% | -7.8% | +4.3% |
| 3Y | +4.4% | +69.9% | -65.4% | -27.6% |
| 5Y | -64.5% | +59.7% | -124.2% | -74.2% |
| All | -64.5% | +60.8% | -125.3% | -74.2% |
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