+224.6%
ESI vs EXPD
+401.1%
-176.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.4% |
| 7D | +3.3% | -1.1% | +4.5% | +4.0% |
| 30D | -5.9% | +4.1% | -9.9% | -8.1% |
| 3M | -14.1% | +17.9% | -32.0% | -22.2% |
| 6M | +6.6% | +29.2% | -22.7% | -9.4% |
| YTD | +45.0% | +27.4% | +17.7% | +22.6% |
| 1Y | +41.5% | +56.8% | -15.4% | +4.3% |
| 3Y | +78.8% | +68.0% | +10.7% | +24.1% |
| 5Y | +70.9% | +61.9% | +9.0% | +18.5% |
| 10Y | +317.1% | +316.0% | +1.1% | +59.2% |
| All | +224.6% | +401.1% | -176.5% | +15.5% |
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