+125.4%
EXPE vs ES
+92.3%
+33.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -17.8% | +0.1% | -17.9% | -17.8% |
| 30D | -3.2% | +6.7% | -10.0% | -5.2% |
| 3M | -19.0% | +0.3% | -19.3% | -19.1% |
| 6M | +17.7% | +7.4% | +10.3% | +15.1% |
| YTD | -7.8% | +8.4% | -16.2% | -10.8% |
| 1Y | -1.4% | +0.6% | -2.0% | -2.7% |
| 3Y | +121.9% | +50.6% | +71.3% | +86.6% |
| 5Y | +44.3% | +4.8% | +39.4% | +36.1% |
| 10Y | +125.4% | +93.1% | +32.3% | +102.0% |
| All | +125.4% | +92.3% | +33.1% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling