+47.3%
EXPE vs ES
+6.6%
+40.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | -6.1% | +7.6% | -13.7% | -7.8% |
| 3M | -21.3% | +0.5% | -21.8% | -21.5% |
| 6M | +19.0% | +7.6% | +11.4% | +16.9% |
| YTD | -8.4% | +10.2% | -18.6% | -11.2% |
| 1Y | -2.8% | +1.8% | -4.6% | -4.0% |
| 3Y | +120.8% | +55.4% | +65.4% | +86.3% |
| All | +47.3% | +6.6% | +40.7% | +34.8% |
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