+679.6%
EXPE vs ET
+1,310.3%
-630.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | -6.1% | -2.5% | -3.6% | -5.7% |
| 3M | -21.3% | -4.9% | -16.5% | -20.5% |
| 6M | +19.0% | -0.1% | +19.1% | +18.2% |
| YTD | -8.4% | +26.2% | -34.6% | -15.7% |
| 1Y | -2.8% | +25.2% | -27.9% | -10.4% |
| 3Y | +120.8% | +84.2% | +36.6% | +80.4% |
| 5Y | +46.2% | +216.1% | -169.9% | +1.7% |
| 10Y | +123.8% | +160.7% | -36.8% | +50.8% |
| All | +679.6% | +1,310.3% | -630.7% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling