+49.4%
EXPE vs COMP
-52.0%
+101.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.7% | -15.6% | -6.9% |
| 7D | -9.3% | +13.4% | -22.8% | -11.4% |
| 30D | +0.1% | +11.1% | -11.0% | -1.9% |
| 3M | -15.3% | -18.8% | +3.5% | -12.2% |
| 6M | +5.5% | +10.5% | -5.0% | +2.7% |
| YTD | -8.0% | -3.4% | -4.6% | -9.6% |
| 1Y | +18.9% | +19.7% | -0.8% | +12.1% |
| 3Y | +135.5% | +381.6% | -246.1% | +59.7% |
| 5Y | +44.3% | -17.6% | +61.9% | +14.1% |
| All | +49.4% | -52.0% | +101.3% | +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