+713.2%
EXPE vs EL
+690.9%
+22.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -11.2% | +7.6% | -18.8% | -14.0% |
| 30D | -7.5% | +15.7% | -23.1% | -13.4% |
| 3M | -19.1% | +30.5% | -49.6% | -29.3% |
| 6M | +10.7% | +32.5% | -21.8% | -4.9% |
| YTD | -9.9% | +9.4% | -19.4% | -18.0% |
| 1Y | -4.6% | +28.4% | -33.0% | -20.1% |
| 3Y | +116.8% | +4.4% | +112.3% | +80.1% |
| 5Y | +38.6% | -64.5% | +103.1% | +103.2% |
| 10Y | +115.9% | +64.9% | +51.0% | +33.9% |
| All | +713.2% | +690.9% | +22.2% | +77.4% |
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