+39.5%
EXPE vs ES
+1.4%
+38.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.1% |
| 7D | -9.3% | +1.9% | -11.2% | -9.8% |
| 30D | +0.1% | +7.1% | -6.9% | -1.5% |
| 3M | -15.3% | -1.9% | -13.4% | -15.0% |
| 6M | +5.5% | +4.4% | +1.1% | +4.4% |
| YTD | -8.0% | +7.3% | -15.3% | -10.2% |
| 1Y | +18.9% | +2.1% | +16.7% | +17.1% |
| 3Y | +135.5% | +41.8% | +93.7% | +104.7% |
| All | +39.5% | +1.4% | +38.1% | +26.8% |
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 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