-3.9%
EXPE vs COMP
+6.6%
-10.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -4.2% | +8.9% | -13.1% | -6.7% |
| 30D | -4.5% | +14.0% | -18.5% | -7.6% |
| 3M | -19.7% | -21.1% | +1.4% | -16.1% |
| 6M | +18.3% | +20.1% | -1.8% | +13.3% |
| YTD | -7.3% | -5.0% | -2.3% | -6.5% |
| 1Y | -3.9% | +5.7% | -9.6% | -6.3% |
| All | -3.9% | +6.6% | -10.5% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling