+130.4%
EXPE vs ALL
+376.2%
-245.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -4.5% | +12.8% | -17.3% | -10.1% |
| 3M | -19.7% | +4.7% | -24.4% | -21.4% |
| 6M | +18.3% | +24.9% | -6.7% | +5.0% |
| YTD | -7.3% | +30.0% | -37.3% | -20.1% |
| 1Y | -3.9% | +29.9% | -33.8% | -17.2% |
| 3Y | +123.0% | +117.5% | +5.5% | +39.9% |
| 5Y | +47.9% | +161.7% | -113.8% | -21.3% |
| All | +130.4% | +376.2% | -245.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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