+157.6%
B vs EXPE
+111.8%
+45.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -1.6% | -9.5% | +7.9% | -0.6% |
| 30D | +9.4% | -6.6% | +16.1% | +10.1% |
| 3M | +5.0% | +31.4% | -26.4% | +1.8% |
| 6M | -3.5% | +35.2% | -38.7% | -7.1% |
| YTD | +4.5% | +5.8% | -1.3% | +3.1% |
| 1Y | +67.8% | +38.7% | +29.1% | +59.8% |
| 3Y | +196.7% | +175.8% | +20.9% | +153.8% |
| All | +157.6% | +111.8% | +45.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling