+855.0%
EXPE vs ALL
+589.7%
+265.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.0% |
| 7D | -9.5% | 0.0% | -9.6% | -9.5% |
| 30D | -6.6% | -1.5% | -5.1% | -6.2% |
| 3M | +31.4% | +23.6% | +7.8% | +17.7% |
| 6M | +35.2% | +22.3% | +12.8% | +21.2% |
| YTD | +5.8% | +26.5% | -20.7% | -7.2% |
| 1Y | +38.7% | +27.0% | +11.7% | +21.1% |
| 3Y | +175.8% | +149.6% | +26.2% | +66.4% |
| 5Y | +111.8% | +118.1% | -6.2% | +32.5% |
| 10Y | +179.7% | +369.0% | -189.3% | +17.9% |
| All | +855.0% | +589.7% | +265.3% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling