-18.3%
ELAN vs EXPD
+58.3%
-76.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +8.9% | -7.4% | +16.3% | +12.9% |
| 30D | +16.8% | -2.1% | +18.8% | +17.8% |
| 3M | +20.1% | +5.7% | +14.4% | +16.4% |
| 6M | +13.2% | +21.4% | -8.2% | +2.1% |
| YTD | +18.3% | +27.6% | -9.4% | +1.8% |
| 1Y | +20.2% | +36.1% | -16.0% | -0.5% |
| 3Y | +150.6% | +69.9% | +80.7% | +77.9% |
| All | -18.3% | +58.3% | -76.6% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling