+39.8%
EXPE vs EL
-65.9%
+105.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.6% |
| 7D | -9.3% | +0.8% | -10.1% | -9.5% |
| 30D | +0.1% | +16.5% | -16.4% | -4.8% |
| 3M | -15.3% | +29.2% | -44.5% | -22.9% |
| 6M | +5.5% | +27.9% | -22.4% | -4.2% |
| YTD | -8.0% | +6.2% | -14.2% | -12.7% |
| 1Y | +18.9% | +27.2% | -8.3% | +4.9% |
| 3Y | +135.5% | +3.2% | +132.3% | +103.6% |
| All | +39.8% | -65.9% | +105.7% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling