+118.5%
EXPE vs ES
+82.6%
+35.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -13.3% | -0.1% | -13.2% | -13.3% |
| 30D | -5.5% | +5.7% | -11.2% | -7.1% |
| 3M | -16.5% | -2.8% | -13.7% | -15.8% |
| 6M | +13.1% | +7.0% | +6.1% | +10.7% |
| YTD | -8.0% | +6.8% | -14.8% | -10.7% |
| 1Y | +1.1% | -0.5% | +1.6% | 0.0% |
| 3Y | +131.2% | +47.2% | +84.0% | +95.7% |
| 5Y | +39.8% | +2.3% | +37.5% | +33.0% |
| 10Y | +118.5% | +85.6% | +32.8% | +95.8% |
| All | +118.5% | +82.6% | +35.9% | +95.8% |
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