+52.2%
EW vs EXPE
+131.0%
-78.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.0% |
| 7D | +11.0% | -9.3% | +20.3% | +12.1% |
| 30D | +19.1% | +0.1% | +18.9% | +18.4% |
| 3M | +14.4% | -15.3% | +29.7% | +16.4% |
| 6M | +22.8% | +5.5% | +17.3% | +20.7% |
| YTD | +19.8% | -8.0% | +27.8% | +19.7% |
| 1Y | +23.9% | +18.9% | +5.0% | +18.6% |
| 3Y | +52.2% | +135.5% | -83.3% | +28.0% |
| All | +52.2% | +131.0% | -78.7% | +28.0% |
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