-31.9%
ELAN vs EXPD
+179.6%
-211.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.6% | -1.1% | +2.8% | +2.2% |
| 30D | -6.6% | +4.1% | -10.6% | -8.6% |
| 3M | -0.8% | +17.9% | -18.8% | -9.5% |
| 6M | +0.2% | +29.2% | -29.0% | -13.5% |
| YTD | +8.3% | +27.4% | -19.1% | -7.2% |
| 1Y | +40.2% | +56.8% | -16.6% | +5.4% |
| 3Y | +97.7% | +68.0% | +29.7% | +41.5% |
| 5Y | -28.3% | +61.9% | -90.1% | -48.8% |
| All | -31.9% | +179.6% | -211.5% | -67.4% |
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