+24.0%
B vs EXPE
-0.5%
+24.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.3% | -13.3% | +24.6% | +12.1% |
| 30D | +2.9% | -5.5% | +8.4% | +3.2% |
| 3M | -2.9% | -16.5% | +13.6% | -2.2% |
| 6M | -1.2% | +13.1% | -14.3% | -1.3% |
| YTD | -1.3% | -8.0% | +6.7% | +1.1% |
| All | +24.0% | -0.5% | +24.5% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling