+57.0%
EXPE vs COMP
-56.6%
+113.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -8.2% | -5.6% | -12.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.0% |
| 30D | +4.8% | -0.8% | +5.5% | +5.1% |
| 3M | -14.6% | -28.1% | +13.5% | -9.2% |
| 6M | +10.0% | +27.0% | -17.0% | +4.0% |
| YTD | -3.3% | -12.8% | +9.5% | -2.9% |
| 1Y | +28.4% | +4.9% | +23.5% | +24.4% |
| 3Y | +145.1% | +321.0% | -175.9% | +70.9% |
| 5Y | +51.6% | -25.6% | +77.2% | +22.6% |
| All | +57.0% | -56.6% | +113.6% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling