+160.0%
EXPE vs ET
+177.0%
-17.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -13.6% | +2.9% | -16.5% | -14.6% |
| 3M | +25.2% | +16.8% | +8.4% | +17.4% |
| 6M | +22.3% | +18.9% | +3.5% | +13.6% |
| YTD | -0.3% | +37.7% | -38.0% | -13.1% |
| 1Y | +27.8% | +32.4% | -4.6% | +13.0% |
| 3Y | +162.4% | +99.5% | +63.0% | +95.6% |
| 5Y | +95.8% | +244.0% | -148.1% | +18.1% |
| All | +160.0% | +177.0% | -17.0% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling