+154.6%
B vs EXPE
+851.4%
-696.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +5.0% | +31.4% | -26.4% | +2.2% |
| 6M | -3.5% | +35.2% | -38.7% | -6.7% |
| YTD | +4.5% | +5.8% | -1.3% | +3.1% |
| 1Y | +67.8% | +38.7% | +29.1% | +60.9% |
| 3Y | +196.7% | +175.8% | +20.9% | +162.5% |
| 5Y | +151.9% | +111.8% | +40.1% | +123.5% |
| 10Y | +202.2% | +179.7% | +22.4% | +150.3% |
| All | +154.6% | +851.4% | -696.9% | +41.5% |
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 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