+28.5%
ELAN vs EXPD
+58.2%
-29.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -4.6% | +1.2% | -5.7% | -4.7% |
| 30D | +5.7% | +5.2% | +0.5% | +5.2% |
| 3M | -3.9% | +13.2% | -17.1% | -4.9% |
| 6M | -1.6% | +30.3% | -32.0% | -3.9% |
| YTD | +4.1% | +27.0% | -23.0% | +2.4% |
| All | +28.5% | +58.2% | -29.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling