+182.6%
ESI vs EXPD
+390.0%
-207.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.2% |
| 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% | +8.1% |
| 1Y | +18.2% | +38.6% | -20.4% | -5.3% |
| 3Y | +68.1% | +71.5% | -3.4% | +15.0% |
| 5Y | +28.8% | +56.2% | -27.5% | -8.5% |
| 10Y | +329.8% | +310.5% | +19.4% | +65.4% |
| All | +182.6% | +390.0% | -207.4% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling