-65.3%
EL vs EXPD
+60.9%
-126.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.1% |
| 6M | +37.1% | +25.7% | +11.4% | +19.9% |
| YTD | +7.8% | +31.4% | -23.6% | -10.1% |
| 1Y | +26.0% | +42.2% | -16.1% | -0.2% |
| 3Y | +3.8% | +77.2% | -73.4% | -29.7% |
| All | -65.3% | +60.9% | -126.2% | -74.7% |
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 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