+471.4%
EXPE vs ESI
+197.1%
+274.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -1.8% |
| 7D | -13.3% | -3.5% | -9.9% | -12.4% |
| 30D | -5.5% | -9.3% | +3.8% | -3.0% |
| 3M | -16.5% | -12.8% | -3.7% | -13.8% |
| 6M | +13.1% | -24.6% | +37.7% | +20.5% |
| YTD | -8.0% | +32.7% | -40.7% | -21.7% |
| 1Y | +1.1% | +20.3% | -19.2% | -10.7% |
| 3Y | +131.2% | +80.2% | +51.0% | +74.1% |
| 5Y | +39.8% | +40.0% | -0.2% | +14.3% |
| 10Y | +118.5% | +310.8% | -192.3% | +30.6% |
| All | +471.4% | +197.1% | +274.2% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling