+115.9%
EXPE vs A
+312.5%
-196.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -11.2% | +1.4% | -12.6% | -11.7% |
| 30D | -7.5% | +4.3% | -11.8% | -9.7% |
| 3M | -19.1% | +19.8% | -38.9% | -27.0% |
| 6M | +10.7% | +54.4% | -43.6% | -13.9% |
| YTD | -9.9% | +31.7% | -41.6% | -23.7% |
| 1Y | -4.6% | +22.4% | -27.1% | -15.9% |
| 3Y | +116.8% | +67.7% | +49.1% | +54.0% |
| 5Y | +38.6% | +15.7% | +22.8% | +18.9% |
| 10Y | +115.9% | +308.7% | -192.8% | -0.7% |
| All | +115.9% | +312.5% | -196.6% | -0.7% |
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