-29.4%
EW vs EXPE
+89.5%
-118.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.9% | +4.3% | -2.0% |
| 7D | -4.4% | -9.8% | +5.3% | -2.6% |
| 30D | -3.3% | -11.5% | +8.2% | -1.2% |
| 3M | +1.0% | +21.7% | -20.7% | -3.1% |
| 6M | +6.2% | +10.4% | -4.2% | +3.5% |
| YTD | +1.7% | -2.5% | +4.3% | +0.8% |
| 1Y | +8.1% | +27.3% | -19.2% | +0.8% |
| 3Y | +17.1% | +153.5% | -136.4% | -9.9% |
| 5Y | -29.4% | +91.1% | -120.4% | -43.5% |
| All | -29.4% | +89.5% | -118.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling