+118.5%
EXPE vs ESI
+323.5%
-205.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -2.4% |
| 7D | -13.3% | -3.5% | -9.9% | -12.1% |
| 30D | -5.5% | -9.3% | +3.8% | -2.2% |
| 3M | -16.5% | -12.8% | -3.7% | -12.9% |
| 6M | +13.1% | -24.6% | +37.7% | +23.0% |
| YTD | -8.0% | +32.7% | -40.7% | -27.8% |
| 1Y | +1.1% | +20.3% | -19.2% | -16.4% |
| 3Y | +131.2% | +80.2% | +51.0% | +48.8% |
| 5Y | +39.8% | +40.0% | -0.2% | +1.6% |
| 10Y | +118.5% | +310.8% | -192.3% | -5.0% |
| All | +118.5% | +323.5% | -205.0% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling