+156.4%
EXPE vs CBOE
+379.3%
-222.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -8.7% | -3.7% | -5.0% | -7.8% |
| 30D | -13.6% | +2.0% | -15.6% | -14.2% |
| 3M | +26.6% | -4.2% | +30.9% | +27.3% |
| 6M | +19.9% | +1.2% | +18.8% | +17.1% |
| YTD | -1.7% | +15.4% | -17.1% | -8.3% |
| 1Y | +29.4% | +23.5% | +5.9% | +17.7% |
| 3Y | +155.7% | +93.2% | +62.5% | +88.9% |
| 5Y | +93.1% | +142.0% | -48.9% | +27.8% |
| All | +156.4% | +379.3% | -222.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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