+218.3%
C vs EXPE
+121.2%
+97.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -0.4% | -17.8% | +17.3% | +6.1% |
| 30D | -5.3% | -3.2% | -2.1% | -5.1% |
| 3M | -8.0% | -19.0% | +11.0% | -2.6% |
| 6M | -0.3% | +17.7% | -18.0% | -8.3% |
| YTD | +8.6% | -7.8% | +16.4% | +6.8% |
| 1Y | +25.8% | -1.4% | +27.2% | +20.3% |
| 3Y | +221.2% | +121.9% | +99.2% | +113.7% |
| 5Y | +113.6% | +44.3% | +69.3% | +56.8% |
| 10Y | +218.3% | +125.4% | +92.9% | +48.1% |
| All | +218.3% | +121.2% | +97.1% | +48.1% |
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 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