+190.2%
B vs EXPE
+176.0%
+14.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.6% | -9.5% | +7.9% | -0.7% |
| 30D | +9.4% | -6.6% | +16.1% | +10.0% |
| 3M | +5.0% | +31.4% | -26.4% | +2.3% |
| 6M | -3.5% | +35.2% | -38.7% | -6.6% |
| YTD | +4.5% | +5.8% | -1.3% | +3.2% |
| 1Y | +67.8% | +38.7% | +29.1% | +61.0% |
| 3Y | +196.7% | +175.8% | +20.9% | +162.6% |
| 5Y | +151.9% | +111.8% | +40.1% | +121.7% |
| All | +190.2% | +176.0% | +14.2% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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