+153.1%
EXPE vs ES
+85.1%
+68.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.1% |
| 7D | -9.8% | +1.4% | -11.2% | -10.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.2% |
| 3M | +21.7% | +5.0% | +16.7% | +20.0% |
| 6M | +10.4% | -2.8% | +13.2% | +11.1% |
| YTD | -2.5% | +8.6% | -11.1% | -5.8% |
| 1Y | +27.3% | +18.9% | +8.4% | +18.5% |
| 3Y | +153.5% | +32.1% | +121.4% | +123.0% |
| 5Y | +91.1% | -5.1% | +96.1% | +86.9% |
| 10Y | +153.1% | +84.2% | +68.9% | +122.7% |
| All | +153.1% | +85.1% | +68.0% | +122.7% |
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