+304.2%
ESI vs EXPD
+304.0%
+0.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.3% |
| 7D | -8.5% | -7.2% | -1.4% | -4.3% |
| 30D | -15.7% | -3.3% | -12.4% | -13.9% |
| 3M | -18.2% | +3.4% | -21.6% | -19.9% |
| 6M | -28.8% | +22.7% | -51.5% | -37.2% |
| YTD | +26.3% | +24.5% | +1.7% | +7.9% |
| 1Y | +18.2% | +38.6% | -20.4% | -5.5% |
| 3Y | +68.1% | +71.5% | -3.4% | +14.3% |
| 5Y | +28.8% | +56.2% | -27.5% | -9.0% |
| All | +304.2% | +304.0% | +0.2% | +66.2% |
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