+158.0%
EXPE vs A
+236.6%
-78.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -11.5% | -4.4% | -7.1% | -9.3% |
| 30D | -13.1% | -2.7% | -10.4% | -12.0% |
| 3M | +18.1% | +7.0% | +11.1% | +13.4% |
| 6M | +13.3% | +24.6% | -11.4% | -0.7% |
| YTD | -3.2% | +7.0% | -10.2% | -8.1% |
| 1Y | +26.1% | +15.6% | +10.6% | +14.4% |
| 3Y | +151.7% | +29.9% | +121.8% | +106.6% |
| 5Y | +88.3% | -15.4% | +103.7% | +91.5% |
| 10Y | +158.0% | +248.9% | -90.8% | +35.5% |
| All | +158.0% | +236.6% | -78.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling