+855.0%
EXPE vs EL
+624.2%
+230.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -3.1% |
| 7D | -9.5% | +0.8% | -10.3% | -9.9% |
| 30D | -6.6% | +19.8% | -26.5% | -15.1% |
| 3M | +31.4% | +25.7% | +5.7% | +16.7% |
| 6M | +35.2% | +5.4% | +29.7% | +27.5% |
| YTD | +5.8% | +0.2% | +5.6% | +0.4% |
| 1Y | +38.7% | +20.4% | +18.2% | +18.5% |
| 3Y | +175.8% | -32.1% | +207.9% | +183.7% |
| 5Y | +111.8% | -67.2% | +179.0% | +221.2% |
| 10Y | +179.7% | +31.7% | +148.0% | +94.3% |
| All | +855.0% | +624.2% | +230.8% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling