-25.6%
ELAN vs EXPD
+188.5%
-214.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +4.0% | +5.5% | -1.5% | +1.2% |
| 30D | +18.8% | -0.8% | +19.6% | +19.1% |
| 3M | +19.0% | +4.1% | +14.8% | +16.1% |
| 6M | +22.8% | +25.7% | -2.8% | +8.0% |
| YTD | +18.3% | +31.4% | -13.1% | -0.5% |
| 1Y | +21.8% | +42.2% | -20.4% | -2.2% |
| 3Y | +153.8% | +77.2% | +76.7% | +75.9% |
| 5Y | -18.9% | +61.0% | -79.9% | -41.8% |
| All | -25.6% | +188.5% | -214.1% | -65.1% |
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