-36.5%
ELAN vs EXPD
+180.4%
-216.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.2% |
| 7D | -6.4% | +1.2% | -7.6% | -7.0% |
| 30D | +0.6% | +6.8% | -6.3% | -3.0% |
| 3M | 0.0% | +14.9% | -15.0% | -7.6% |
| 6M | -3.4% | +34.6% | -38.0% | -18.5% |
| YTD | +1.0% | +27.7% | -26.7% | -13.5% |
| 1Y | +24.7% | +57.7% | -32.9% | -6.6% |
| 3Y | +97.2% | +70.9% | +26.3% | +39.8% |
| 5Y | -31.5% | +59.5% | -91.0% | -50.7% |
| All | -36.5% | +180.4% | -216.9% | -69.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling