+93.1%
EXPE vs ET
+241.7%
-148.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -8.7% | +1.4% | -10.0% | -9.2% |
| 30D | -13.6% | +4.6% | -18.2% | -15.4% |
| 3M | +26.6% | +16.0% | +10.6% | +17.7% |
| 6M | +19.9% | +22.8% | -2.9% | +7.8% |
| YTD | -1.7% | +38.9% | -40.6% | -17.4% |
| 1Y | +29.4% | +34.1% | -4.6% | +10.5% |
| 3Y | +155.7% | +98.8% | +56.8% | +73.3% |
| 5Y | +93.1% | +246.8% | -153.7% | +6.3% |
| All | +93.1% | +241.7% | -148.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling