+106.8%
ELAN vs EXPD
+66.3%
+40.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +8.4% | +4.1% | +4.3% | +6.4% |
| 3M | +1.2% | +13.8% | -12.6% | -4.7% |
| 6M | +2.6% | +27.3% | -24.7% | -8.9% |
| YTD | +5.9% | +25.4% | -19.5% | -6.8% |
| 1Y | +25.8% | +54.4% | -28.5% | -3.9% |
| 3Y | +106.8% | +67.9% | +38.9% | +41.6% |
| All | +106.8% | +66.3% | +40.5% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling