+104.9%
EXPE vs A
-12.8%
+117.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -9.5% | -1.9% | -7.6% | -8.6% |
| 30D | -6.6% | +6.9% | -13.5% | -10.1% |
| 3M | +31.4% | +9.2% | +22.1% | +24.9% |
| 6M | +35.2% | +25.7% | +9.5% | +18.4% |
| YTD | +5.8% | +11.5% | -5.7% | -1.2% |
| 1Y | +38.7% | +18.4% | +20.3% | +24.9% |
| 3Y | +175.8% | +26.6% | +149.2% | +127.8% |
| All | +104.9% | -12.8% | +117.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling