+131.2%
EXPE vs EL
-1.2%
+132.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.4% |
| 7D | -9.3% | +0.8% | -10.1% | -9.4% |
| 30D | +0.1% | +16.5% | -16.4% | -3.3% |
| 3M | -15.3% | +29.2% | -44.5% | -20.6% |
| 6M | +5.5% | +27.9% | -22.4% | -1.2% |
| YTD | -8.0% | +6.2% | -14.2% | -11.1% |
| 1Y | +18.9% | +27.2% | -8.3% | +9.2% |
| All | +131.2% | -1.2% | +132.5% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling