+115.5%
EXPE vs ALL
+370.9%
-255.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -2.5% |
| 7D | -9.3% | -1.9% | -7.4% | -8.1% |
| 30D | +0.1% | +13.8% | -13.6% | -5.9% |
| 3M | -15.3% | -7.0% | -8.3% | -12.0% |
| 6M | +5.5% | +18.0% | -12.6% | -3.5% |
| YTD | -8.0% | +24.2% | -32.2% | -18.7% |
| 1Y | +18.9% | +31.2% | -12.3% | +2.1% |
| 3Y | +135.5% | +107.5% | +28.0% | +51.8% |
| 5Y | +44.3% | +144.8% | -100.5% | -20.0% |
| All | +115.5% | +370.9% | -255.4% | -4.5% |
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