+175.8%
EXPE vs CAPR
-75.3%
+251.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -9.5% | -2.0% | -7.6% | -9.5% |
| 30D | -6.6% | +139.2% | -145.8% | -8.5% |
| 3M | +31.4% | -66.4% | +97.7% | +32.2% |
| 6M | +35.2% | -63.1% | +98.3% | +35.7% |
| YTD | +5.8% | -67.4% | +73.2% | +6.3% |
| 1Y | +38.7% | +58.2% | -19.6% | +27.9% |
| 3Y | +175.8% | +42.2% | +133.6% | +143.7% |
| 5Y | +111.8% | +87.3% | +24.6% | +82.1% |
| All | +175.8% | -75.3% | +251.0% | +123.2% |
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