+135.5%
EXPE vs ESI
+67.9%
+67.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.4% |
| 7D | -9.3% | -8.5% | -0.8% | -7.1% |
| 30D | +0.1% | -15.7% | +15.8% | +4.5% |
| 3M | -15.3% | -18.2% | +2.9% | -11.2% |
| 6M | +5.5% | -28.8% | +34.3% | +13.5% |
| YTD | -8.0% | +26.3% | -34.2% | -26.8% |
| 1Y | +18.9% | +18.2% | +0.6% | -2.0% |
| 3Y | +135.5% | +68.1% | +67.4% | +64.1% |
| All | +135.5% | +67.9% | +67.6% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling