+118.5%
EXPE vs ALL
+367.3%
-248.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -13.3% | -3.9% | -9.5% | -11.3% |
| 30D | -5.5% | +10.6% | -16.1% | -10.0% |
| 3M | -16.5% | -4.6% | -11.9% | -14.2% |
| 6M | +13.1% | +20.2% | -7.1% | +2.5% |
| YTD | -8.0% | +23.7% | -31.7% | -18.5% |
| 1Y | +1.1% | +27.9% | -26.8% | -12.1% |
| 3Y | +131.2% | +109.2% | +22.0% | +48.3% |
| 5Y | +39.8% | +148.0% | -108.2% | -23.3% |
| 10Y | +118.5% | +363.8% | -245.3% | -3.8% |
| All | +118.5% | +367.3% | -248.9% | -3.8% |
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