+855.0%
EXPE vs A
+877.8%
-22.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -9.5% | -1.9% | -7.6% | -8.5% |
| 30D | -6.6% | +6.9% | -13.5% | -10.4% |
| 3M | +31.4% | +9.2% | +22.1% | +24.3% |
| 6M | +35.2% | +25.7% | +9.5% | +16.8% |
| YTD | +5.8% | +11.5% | -5.7% | -2.3% |
| 1Y | +38.7% | +18.4% | +20.3% | +23.2% |
| 3Y | +175.8% | +26.6% | +149.2% | +129.1% |
| 5Y | +111.8% | -12.8% | +124.7% | +112.5% |
| 10Y | +179.7% | +247.2% | -67.5% | +22.8% |
| All | +855.0% | +877.8% | -22.8% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling