+557.1%
EXPE vs ESI
+224.6%
+332.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.7% |
| 7D | -9.5% | +3.3% | -12.9% | -10.6% |
| 30D | -6.6% | -5.9% | -0.8% | -5.0% |
| 3M | +31.4% | -14.1% | +45.5% | +35.8% |
| 6M | +35.2% | +6.6% | +28.6% | +27.3% |
| YTD | +5.8% | +45.0% | -39.2% | -11.5% |
| 1Y | +38.7% | +41.5% | -2.8% | +16.9% |
| 3Y | +175.8% | +78.8% | +97.0% | +111.0% |
| 5Y | +111.8% | +70.9% | +41.0% | +63.9% |
| 10Y | +179.7% | +317.1% | -137.4% | +65.5% |
| All | +557.1% | +224.6% | +332.5% | +287.0% |
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 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