+47.9%
EXPE vs CAPR
+192.6%
-144.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.2% | +0.6% |
| 7D | -4.2% | +19.1% | -23.3% | -4.4% |
| 30D | -4.5% | +48.8% | -53.4% | -5.0% |
| 3M | -19.7% | +144.4% | -164.1% | -20.6% |
| 6M | +18.3% | -67.5% | +85.8% | +18.6% |
| YTD | -7.3% | -64.5% | +57.2% | -7.3% |
| 1Y | -3.9% | +74.4% | -78.3% | -8.4% |
| 3Y | +123.0% | +265.7% | -142.7% | +76.4% |
| 5Y | +47.9% | +196.0% | -148.0% | +4.9% |
| All | +47.9% | +192.6% | -144.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling