+2,497.1%
ELV vs EXPD
+2,047.8%
+449.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.5% |
| 7D | +1.1% | -5.5% | +6.6% | +2.7% |
| 30D | +1.3% | -1.9% | +3.2% | +1.8% |
| 3M | +6.6% | +6.1% | +0.5% | +4.4% |
| 6M | +11.6% | +21.6% | -10.1% | +4.8% |
| YTD | +21.1% | +27.9% | -6.8% | +11.0% |
| 1Y | +34.2% | +39.4% | -5.2% | +19.9% |
| 3Y | -2.9% | +72.7% | -75.6% | -20.3% |
| 5Y | +4.6% | +60.3% | -55.7% | -13.9% |
| 10Y | +272.8% | +332.6% | -59.8% | +124.7% |
| All | +2,497.1% | +2,047.8% | +449.2% | +1,102.8% |
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