+318.5%
ESI vs EXPD
+335.0%
-16.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.5% | +5.5% | 0.0% | +2.3% |
| 30D | -7.8% | -0.8% | -6.9% | -7.1% |
| 3M | -15.0% | +4.1% | -19.2% | -17.0% |
| 6M | -24.9% | +25.7% | -50.6% | -34.7% |
| YTD | +33.2% | +31.4% | +1.8% | +10.3% |
| 1Y | +24.9% | +42.2% | -17.2% | -1.6% |
| 3Y | +77.8% | +77.2% | +0.6% | +18.5% |
| 5Y | +37.1% | +61.0% | -23.9% | -4.7% |
| All | +318.5% | +335.0% | -16.4% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling