+207.0%
C vs EXPE
+123.5%
+83.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +2.0% | -6.1% | +8.1% | +3.3% |
| 3M | -10.1% | -21.3% | +11.2% | -3.9% |
| 6M | +1.0% | +19.0% | -18.0% | -7.6% |
| YTD | +8.5% | -8.4% | +16.9% | +6.9% |
| 1Y | +25.7% | -2.8% | +28.5% | +20.8% |
| 3Y | +216.0% | +120.8% | +95.2% | +110.6% |
| 5Y | +112.3% | +46.2% | +66.1% | +54.8% |
| All | +207.0% | +123.5% | +83.5% | +40.8% |
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