+115.9%
EXPE vs D
+44.7%
+71.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -11.2% | +2.4% | -13.6% | -11.8% |
| 30D | -7.5% | +10.9% | -18.4% | -10.3% |
| 3M | -19.1% | +2.8% | -21.9% | -19.7% |
| 6M | +10.7% | +12.7% | -2.0% | +6.4% |
| YTD | -9.9% | +20.3% | -30.2% | -15.8% |
| 1Y | -4.6% | +17.1% | -21.7% | -10.2% |
| 3Y | +116.8% | +75.1% | +41.6% | +73.8% |
| 5Y | +38.6% | +13.1% | +25.4% | +28.1% |
| 10Y | +115.9% | +48.3% | +67.6% | +86.2% |
| All | +115.9% | +44.7% | +71.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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