+730.7%
EXPE vs ES
+580.6%
+150.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.6% |
| 7D | -9.3% | +1.9% | -11.2% | -10.1% |
| 30D | +0.1% | +7.1% | -6.9% | -2.9% |
| 3M | -15.3% | -1.9% | -13.4% | -14.7% |
| 6M | +5.5% | +4.4% | +1.1% | +3.2% |
| YTD | -8.0% | +7.3% | -15.3% | -12.1% |
| 1Y | +18.9% | +2.1% | +16.7% | +15.5% |
| 3Y | +135.5% | +41.8% | +93.7% | +89.9% |
| 5Y | +44.3% | +1.4% | +42.8% | +34.3% |
| 10Y | +117.7% | +86.8% | +31.0% | +35.0% |
| All | +730.7% | +580.6% | +150.1% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling