+104.9%
EXPE vs COMP
-31.2%
+136.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -9.5% | +1.4% | -10.9% | -9.8% |
| 30D | -6.6% | -13.3% | +6.7% | -4.2% |
| 3M | +31.4% | +41.1% | -9.7% | +22.9% |
| 6M | +35.2% | +17.2% | +18.0% | +28.8% |
| YTD | +5.8% | +5.2% | +0.6% | +2.4% |
| 1Y | +38.7% | +18.9% | +19.7% | +30.2% |
| 3Y | +175.8% | +215.9% | -40.1% | +101.5% |
| All | +104.9% | -31.2% | +136.1% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling