+120.8%
EXPE vs ECL
+79.8%
+40.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.2% |
| 7D | -0.5% | +2.9% | -3.3% | -2.3% |
| 30D | -6.1% | +7.5% | -13.6% | -9.4% |
| 3M | -21.3% | +12.2% | -33.6% | -25.8% |
| 6M | +19.0% | +24.6% | -5.6% | +6.8% |
| YTD | -8.4% | +18.8% | -27.2% | -17.0% |
| 1Y | -2.8% | +19.3% | -22.1% | -12.2% |
| 3Y | +120.8% | +78.2% | +42.5% | +74.1% |
| All | +120.8% | +79.8% | +40.9% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling