+175.0%
EXC vs EXPE
+727.3%
-552.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.7% | -13.3% | +11.6% | +0.1% |
| 30D | +9.3% | -5.5% | +14.8% | +9.8% |
| 3M | +1.0% | -16.5% | +17.5% | +3.1% |
| 6M | +5.9% | +13.1% | -7.2% | +3.2% |
| YTD | +7.6% | -8.0% | +15.6% | +6.9% |
| 1Y | +2.4% | +1.1% | +1.3% | +0.1% |
| 3Y | +30.2% | +131.2% | -100.9% | +8.2% |
| 5Y | +41.4% | +39.8% | +1.6% | +23.2% |
| 10Y | +183.8% | +118.5% | +65.3% | +111.6% |
| All | +175.0% | +727.3% | -552.3% | +21.6% |
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