+40.4%
EXC vs EXPE
+46.0%
-5.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +8.6% | -6.1% | +14.7% | +8.8% |
| 3M | +2.4% | -21.3% | +23.7% | +3.4% |
| 6M | +6.5% | +19.0% | -12.5% | +5.4% |
| YTD | +9.0% | -8.4% | +17.5% | +9.1% |
| 1Y | +4.6% | -2.8% | +7.4% | +4.2% |
| 3Y | +33.5% | +120.8% | -87.3% | +23.2% |
| All | +40.4% | +46.0% | -5.5% | +29.9% |
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 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