+236.1%
EW vs EXPE
+112.4%
+123.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +9.3% | -11.2% | +20.5% | +11.6% |
| 30D | +22.1% | -7.5% | +29.5% | +23.3% |
| 3M | +13.0% | -19.1% | +32.1% | +17.1% |
| 6M | +30.1% | +10.7% | +19.3% | +25.7% |
| YTD | +22.0% | -9.9% | +31.9% | +21.7% |
| 1Y | +23.7% | -4.6% | +28.3% | +21.6% |
| 3Y | +62.0% | +116.8% | -54.8% | +26.9% |
| 5Y | -12.4% | +38.6% | -51.0% | -26.8% |
| 10Y | +236.1% | +115.9% | +120.2% | +120.2% |
| All | +236.1% | +112.4% | +123.7% | +120.2% |
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