+239.8%
EW vs EXPE
+119.8%
+120.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.3% | -13.3% | +25.6% | +15.2% |
| 30D | +22.9% | -5.5% | +28.4% | +23.6% |
| 3M | +16.7% | -16.5% | +33.2% | +20.2% |
| 6M | +31.0% | +13.1% | +17.9% | +25.9% |
| YTD | +22.8% | -8.0% | +30.8% | +22.0% |
| 1Y | +25.6% | +1.1% | +24.5% | +21.9% |
| 3Y | +62.0% | +131.2% | -69.2% | +25.0% |
| 5Y | -12.8% | +39.8% | -52.5% | -27.2% |
| 10Y | +239.8% | +118.5% | +121.3% | +122.7% |
| All | +239.8% | +119.8% | +120.0% | +122.7% |
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