+66.5%
EFA vs EXPE
+151.3%
-84.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.3% | +0.3% |
| 7D | +1.2% | -9.8% | +10.9% | +2.3% |
| 30D | -0.7% | -11.5% | +10.8% | +0.4% |
| 3M | +6.4% | +21.7% | -15.3% | +3.7% |
| 6M | +11.4% | +10.4% | +1.0% | +9.4% |
| YTD | +14.0% | -2.5% | +16.5% | +13.3% |
| 1Y | +20.2% | +27.3% | -7.1% | +14.8% |
| All | +66.5% | +151.3% | -84.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling