+104.9%
EXPE vs EL
-67.1%
+172.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.7% |
| 7D | -9.5% | +0.8% | -10.3% | -9.8% |
| 30D | -6.6% | +19.8% | -26.5% | -12.8% |
| 3M | +31.4% | +25.7% | +5.7% | +20.6% |
| 6M | +35.2% | +5.4% | +29.7% | +30.1% |
| YTD | +5.8% | +0.2% | +5.6% | +2.3% |
| 1Y | +38.7% | +20.4% | +18.2% | +23.6% |
| 3Y | +175.8% | -32.1% | +207.9% | +195.2% |
| All | +104.9% | -67.1% | +172.0% | +242.6% |
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