-34.6%
ELAN vs EXPD
+178.9%
-213.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.4% |
| 7D | -4.6% | +1.2% | -5.7% | -5.2% |
| 30D | +5.7% | +5.2% | +0.5% | +2.8% |
| 3M | -3.9% | +13.2% | -17.1% | -10.3% |
| 6M | -1.6% | +30.3% | -32.0% | -15.5% |
| YTD | +4.1% | +27.0% | -23.0% | -10.7% |
| 1Y | +25.5% | +57.3% | -31.8% | -5.9% |
| 3Y | +103.2% | +70.0% | +33.2% | +44.4% |
| 5Y | -29.8% | +61.6% | -91.4% | -49.9% |
| All | -34.6% | +178.9% | -213.5% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling