+50.0%
EXPE vs ESI
+27.8%
+22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.6% | +15.2% | +10.7% |
| 7D | +14.6% | -6.6% | +21.2% | +15.0% |
| 30D | +21.4% | -10.9% | +32.3% | +22.2% |
| 3M | +1.4% | -13.8% | +15.2% | +2.6% |
| 6M | +28.6% | -21.5% | +50.1% | +29.4% |
| YTD | +12.1% | +34.7% | -22.5% | -19.2% |
| 1Y | +50.0% | +24.9% | +25.1% | +16.6% |
| All | +50.0% | +27.8% | +22.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling