+118.5%
EXPE vs CAPR
-64.9%
+183.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.5% | -0.2% |
| 7D | -13.3% | +36.0% | -49.4% | -13.9% |
| 30D | -5.5% | +25.8% | -31.3% | -6.0% |
| 3M | -16.5% | +140.8% | -157.3% | -18.2% |
| 6M | +13.1% | -67.6% | +80.7% | +13.8% |
| YTD | -8.0% | -65.9% | +57.9% | -7.7% |
| 1Y | +1.1% | +66.1% | -65.0% | -6.7% |
| 3Y | +131.2% | +256.9% | -125.7% | +98.7% |
| 5Y | +39.8% | +172.1% | -132.3% | +19.0% |
| 10Y | +118.5% | -64.7% | +183.2% | +70.2% |
| All | +118.5% | -64.9% | +183.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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