+39.0%
ESI vs EXPD
+61.6%
-22.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +8.3% | +3.6% | +4.7% | +6.3% |
| 30D | -10.4% | +0.3% | -10.7% | -10.4% |
| 3M | -13.2% | +6.1% | -19.2% | -15.8% |
| 6M | -23.9% | +27.4% | -51.2% | -33.1% |
| YTD | +34.2% | +32.0% | +2.2% | +13.5% |
| 1Y | +22.2% | +40.5% | -18.3% | -0.4% |
| 3Y | +79.2% | +75.7% | +3.5% | +24.6% |
| All | +39.0% | +61.6% | -22.5% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling