+40.4%
ELV vs EXPD
+39.7%
+0.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.2% |
| 7D | +1.1% | -5.5% | +6.6% | +2.0% |
| 30D | +1.3% | -1.9% | +3.2% | +1.5% |
| 3M | +6.6% | +6.1% | +0.5% | +4.9% |
| 6M | +11.6% | +21.6% | -10.1% | +6.5% |
| YTD | +21.1% | +27.9% | -6.8% | +9.6% |
| All | +40.4% | +39.7% | +0.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling