+208.8%
C vs EXPE
+112.4%
+96.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -0.4% | -11.2% | +10.8% | +3.3% |
| 30D | -5.2% | -7.5% | +2.3% | -3.5% |
| 3M | -9.1% | -19.1% | +10.0% | -3.7% |
| 6M | -1.6% | +10.7% | -12.3% | -7.6% |
| YTD | +6.9% | -9.9% | +16.9% | +6.0% |
| 1Y | +23.0% | -4.6% | +27.6% | +19.0% |
| 3Y | +216.1% | +116.8% | +99.4% | +112.1% |
| 5Y | +112.2% | +38.6% | +73.7% | +58.2% |
| 10Y | +208.8% | +115.9% | +92.9% | +45.0% |
| All | +208.8% | +112.4% | +96.4% | +45.0% |
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