+1,582.2%
EL vs EXPD
+14,996.5%
-13,414.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | +0.8% | -1.1% | +1.9% | +1.1% |
| 30D | +19.8% | +4.1% | +15.8% | +18.5% |
| 3M | +25.7% | +17.9% | +7.8% | +19.8% |
| 6M | +5.4% | +29.2% | -23.8% | -2.4% |
| YTD | +0.2% | +27.4% | -27.1% | -7.4% |
| 1Y | +20.4% | +56.8% | -36.4% | +4.5% |
| 3Y | -32.1% | +68.0% | -100.2% | -42.1% |
| 5Y | -67.2% | +61.9% | -129.0% | -71.8% |
| 10Y | +31.7% | +316.0% | -284.3% | -11.1% |
| All | +1,582.2% | +14,996.5% | -13,414.3% | +558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling