+104.9%
EXPE vs ALL
+118.4%
-13.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.2% |
| 7D | -9.5% | 0.0% | -9.6% | -9.5% |
| 30D | -6.6% | -1.5% | -5.1% | -6.3% |
| 3M | +31.4% | +23.6% | +7.8% | +22.5% |
| 6M | +35.2% | +22.3% | +12.8% | +26.1% |
| YTD | +5.8% | +26.5% | -20.7% | -2.7% |
| 1Y | +38.7% | +27.0% | +11.7% | +27.1% |
| 3Y | +175.8% | +149.6% | +26.2% | +98.9% |
| All | +104.9% | +118.4% | -13.6% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling