+730.7%
EXPE vs ECL
+1,099.3%
-368.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -3.6% |
| 7D | -9.3% | -0.8% | -8.6% | -8.3% |
| 30D | +0.1% | +8.1% | -8.0% | -4.8% |
| 3M | -15.3% | +6.4% | -21.7% | -18.6% |
| 6M | +5.5% | +14.8% | -9.3% | -4.0% |
| YTD | -8.0% | +15.5% | -23.4% | -17.4% |
| 1Y | +18.9% | +20.1% | -1.2% | +3.7% |
| 3Y | +135.5% | +77.8% | +57.8% | +49.5% |
| 5Y | +44.3% | +37.9% | +6.4% | +9.7% |
| 10Y | +117.7% | +202.7% | -84.9% | -8.9% |
| All | +730.7% | +1,099.3% | -368.6% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling