+18.9%
EXPE vs COMP
+16.2%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.7% | -15.6% | -7.6% |
| 7D | -9.3% | +13.4% | -22.8% | -11.9% |
| 30D | +0.1% | +11.1% | -11.0% | -2.4% |
| 3M | -15.3% | -18.8% | +3.5% | -12.1% |
| 6M | +5.5% | +10.5% | -5.0% | +2.4% |
| YTD | -8.0% | -3.4% | -4.6% | -6.5% |
| 1Y | +18.9% | +19.7% | -0.8% | +13.4% |
| All | +18.9% | +16.2% | +2.7% | +13.4% |
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 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