-3.9%
EXPE vs ESI
+21.7%
-25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -4.2% | +8.3% | -12.5% | -4.6% |
| 30D | -4.5% | -10.4% | +5.9% | -4.1% |
| 3M | -19.7% | -13.2% | -6.5% | -19.0% |
| 6M | +18.3% | -23.9% | +42.2% | +19.9% |
| YTD | -7.3% | +34.2% | -41.5% | -29.3% |
| 1Y | -3.9% | +22.2% | -26.1% | -21.6% |
| All | -3.9% | +21.7% | -25.6% | -21.6% |
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