-25.7%
ELAN vs EXPD
+180.2%
-205.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +8.9% | -7.4% | +16.3% | +13.2% |
| 30D | +16.8% | -2.1% | +18.8% | +17.9% |
| 3M | +20.1% | +5.7% | +14.4% | +16.1% |
| 6M | +13.2% | +21.4% | -8.2% | +1.4% |
| YTD | +18.3% | +27.6% | -9.4% | +1.0% |
| 1Y | +20.2% | +36.1% | -16.0% | -1.2% |
| 3Y | +150.6% | +69.9% | +80.7% | +77.6% |
| 5Y | -18.9% | +59.7% | -78.5% | -41.5% |
| All | -25.7% | +180.2% | -205.8% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling