+108.4%
B vs EXPE
+44.3%
+64.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -6.2% | -4.2% | -2.0% | -5.8% |
| 30D | -6.6% | -4.5% | -2.1% | -6.4% |
| 3M | -7.9% | -19.7% | +11.8% | -6.1% |
| 6M | -16.8% | +18.3% | -35.1% | -18.6% |
| YTD | -11.7% | -7.3% | -4.3% | -11.9% |
| 1Y | +3.5% | -3.9% | +7.4% | +2.7% |
| 3Y | +165.7% | +123.0% | +42.7% | +132.8% |
| 5Y | +108.4% | +47.9% | +60.5% | +71.4% |
| All | +108.4% | +44.3% | +64.1% | +71.4% |
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