+115.5%
EXPE vs CAPR
-68.5%
+184.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.5% | -4.9% |
| 7D | -9.3% | +41.1% | -50.4% | -9.9% |
| 30D | +0.1% | +11.1% | -11.0% | -0.1% |
| 3M | -15.3% | +115.3% | -130.6% | -16.9% |
| 6M | +5.5% | -73.8% | +79.3% | +6.6% |
| YTD | -8.0% | -68.8% | +60.8% | -7.5% |
| 1Y | +18.9% | +43.3% | -24.4% | +10.1% |
| 3Y | +135.5% | +214.7% | -79.1% | +103.1% |
| 5Y | +44.3% | +141.3% | -97.0% | +23.2% |
| All | +115.5% | -68.5% | +184.1% | +69.3% |
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