+135.5%
EXPE vs A
+64.2%
+71.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.6% |
| 7D | -9.3% | -0.1% | -9.3% | -9.2% |
| 30D | +0.1% | +3.4% | -3.2% | -1.4% |
| 3M | -15.3% | +23.8% | -39.1% | -23.5% |
| 6M | +5.5% | +49.0% | -43.5% | -13.2% |
| YTD | -8.0% | +29.4% | -37.4% | -18.8% |
| 1Y | +18.9% | +19.4% | -0.5% | +9.2% |
| 3Y | +135.5% | +66.2% | +69.3% | +79.1% |
| All | +135.5% | +64.2% | +71.3% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling