+162.9%
EXC vs EXPE
+851.4%
-688.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +0.3% | -9.5% | +9.8% | +1.7% |
| 30D | -3.7% | -6.6% | +2.9% | -2.9% |
| 3M | -1.3% | +31.4% | -32.7% | -5.4% |
| 6M | -9.7% | +35.2% | -44.9% | -14.3% |
| YTD | +2.9% | +5.8% | -2.9% | +0.6% |
| 1Y | +4.4% | +38.7% | -34.3% | -2.6% |
| 3Y | +22.2% | +175.8% | -153.6% | -1.1% |
| 5Y | +46.7% | +111.8% | -65.1% | +19.4% |
| 10Y | +155.3% | +179.7% | -24.4% | +84.3% |
| All | +162.9% | +851.4% | -688.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling