+15.9%
ELV vs EXPD
+61.6%
-45.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | +3.3% | -1.1% | +4.4% | +3.5% |
| 30D | +4.2% | +4.1% | +0.1% | +3.4% |
| 3M | -0.1% | +17.9% | -18.0% | -3.2% |
| 6M | +41.3% | +29.2% | +12.0% | +34.5% |
| YTD | +17.4% | +27.4% | -9.9% | +11.7% |
| 1Y | +35.1% | +56.8% | -21.8% | +23.5% |
| 3Y | -3.2% | +68.0% | -71.3% | -13.9% |
| All | +15.9% | +61.6% | -45.6% | +2.6% |
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 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