+125.8%
B vs EXPE
+710.1%
-584.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.9% |
| 7D | +7.1% | -11.2% | +18.3% | +8.2% |
| 30D | -3.3% | -7.5% | +4.1% | -2.8% |
| 3M | -2.5% | -19.1% | +16.5% | -0.9% |
| 6M | -7.2% | +10.7% | -18.0% | -8.5% |
| YTD | -7.4% | -9.9% | +2.6% | -7.4% |
| 1Y | +16.4% | -4.6% | +21.1% | +15.6% |
| 3Y | +178.7% | +116.8% | +61.9% | +152.2% |
| 5Y | +121.7% | +38.6% | +83.1% | +104.2% |
| 10Y | +208.6% | +115.9% | +92.8% | +161.4% |
| All | +125.8% | +710.1% | -584.3% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling