+800.6%
EXPE vs ET
+1,435.0%
-634.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | +0.9% | -10.4% | -9.8% |
| 30D | -6.6% | +7.5% | -14.1% | -8.7% |
| 3M | +31.4% | +11.4% | +20.0% | +26.8% |
| 6M | +35.2% | +18.5% | +16.7% | +27.7% |
| YTD | +5.8% | +37.4% | -31.6% | -4.7% |
| 1Y | +38.7% | +30.9% | +7.7% | +26.6% |
| 3Y | +175.8% | +98.7% | +77.0% | +120.9% |
| 5Y | +111.8% | +230.7% | -118.9% | +45.6% |
| 10Y | +179.7% | +175.6% | +4.1% | +84.6% |
| All | +800.6% | +1,435.0% | -634.3% | +120.0% |
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