+270.5%
EQT vs EXPE
+770.2%
-499.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | -11.5% | +9.5% | +0.4% |
| 30D | +1.0% | -13.1% | +14.1% | +3.7% |
| 3M | +4.0% | +18.1% | -14.1% | -0.5% |
| 6M | -11.7% | +13.3% | -25.0% | -15.3% |
| YTD | +2.8% | -3.2% | +6.0% | +0.8% |
| 1Y | +10.0% | +26.1% | -16.1% | +0.9% |
| 3Y | +34.1% | +151.7% | -117.6% | +1.8% |
| 5Y | +195.3% | +88.3% | +106.9% | +128.2% |
| 10Y | +51.6% | +158.0% | -106.5% | -1.6% |
| All | +270.5% | +770.2% | -499.7% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling