+259.8%
ELV vs EXPD
+308.0%
-48.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.3% | -0.9% | +0.7% | 0.0% |
| 30D | +2.0% | +4.1% | -2.1% | +0.5% |
| 3M | -3.5% | +13.8% | -17.3% | -8.0% |
| 6M | +40.2% | +27.3% | +12.9% | +28.1% |
| YTD | +15.8% | +25.4% | -9.6% | +5.5% |
| 1Y | +33.2% | +54.4% | -21.2% | +11.9% |
| 3Y | -6.2% | +67.9% | -74.1% | -25.8% |
| 5Y | +16.4% | +59.2% | -42.7% | -8.4% |
| 10Y | +259.8% | +308.6% | -48.8% | +75.6% |
| All | +259.8% | +308.0% | -48.2% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling