+49.7%
EXPE vs COMP
-51.7%
+101.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.9% |
| 7D | -17.8% | +2.2% | -19.9% | -18.2% |
| 30D | -3.2% | +16.3% | -19.6% | -6.0% |
| 3M | -19.0% | -19.1% | +0.2% | -16.0% |
| 6M | +17.7% | +17.1% | +0.6% | +13.4% |
| YTD | -7.8% | -2.9% | -4.8% | -9.5% |
| 1Y | -1.4% | +8.8% | -10.2% | -5.4% |
| 3Y | +121.9% | +423.5% | -301.5% | +48.0% |
| 5Y | +44.3% | -10.5% | +54.7% | +13.3% |
| All | +49.7% | -51.7% | +101.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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