+104.9%
EXPE vs ES
-5.6%
+110.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -6.6% | -2.0% | -4.7% | -6.2% |
| 3M | +31.4% | +1.7% | +29.7% | +31.0% |
| 6M | +35.2% | -3.5% | +38.7% | +36.2% |
| YTD | +5.8% | +7.9% | -2.1% | +3.3% |
| 1Y | +38.7% | +17.2% | +21.5% | +31.1% |
| 3Y | +175.8% | +29.3% | +146.5% | +147.4% |
| All | +104.9% | -5.6% | +110.5% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling