+291.9%
C vs EXPE
+176.0%
+115.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +3.6% | -9.5% | +13.2% | +7.2% |
| 30D | +0.1% | -6.6% | +6.7% | +2.2% |
| 3M | +2.4% | +31.4% | -29.0% | -8.1% |
| 6M | +24.9% | +35.2% | -10.3% | +9.8% |
| YTD | +19.8% | +5.8% | +14.0% | +13.8% |
| 1Y | +44.9% | +38.7% | +6.2% | +22.9% |
| 3Y | +263.0% | +175.8% | +87.2% | +124.8% |
| 5Y | +129.5% | +111.8% | +17.7% | +44.3% |
| All | +291.9% | +176.0% | +115.8% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling