+120.8%
EXPE vs ESI
+79.1%
+41.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | +5.5% | -6.0% | -2.0% |
| 30D | -6.1% | -7.8% | +1.7% | -4.5% |
| 3M | -21.3% | -15.0% | -6.3% | -18.3% |
| 6M | +19.0% | -24.9% | +43.9% | +26.5% |
| YTD | -8.4% | +33.2% | -41.6% | -28.4% |
| 1Y | -2.8% | +24.9% | -27.7% | -21.4% |
| 3Y | +120.8% | +77.8% | +43.0% | +46.9% |
| All | +120.8% | +79.1% | +41.7% | +46.9% |
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