+153.1%
EXPE vs EL
+31.4%
+121.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.1% | -5.8% | -7.0% |
| 7D | -9.8% | +1.7% | -11.4% | -10.4% |
| 30D | -11.5% | +15.5% | -27.0% | -17.3% |
| 3M | +21.7% | +20.6% | +1.2% | +11.5% |
| 6M | +10.4% | +10.5% | -0.1% | +3.1% |
| YTD | -2.5% | -1.9% | -0.7% | -5.9% |
| 1Y | +27.3% | +16.1% | +11.3% | +12.4% |
| 3Y | +153.5% | -30.2% | +183.7% | +161.5% |
| 5Y | +91.1% | -67.4% | +158.5% | +206.2% |
| 10Y | +153.1% | +31.2% | +121.9% | +131.5% |
| All | +153.1% | +31.4% | +121.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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