+47.3%
EXPE vs D
+13.1%
+34.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -6.1% | +7.7% | -13.8% | -7.7% |
| 3M | -21.3% | -0.3% | -21.0% | -21.2% |
| 6M | +19.0% | +10.1% | +8.9% | +16.1% |
| YTD | -8.4% | +19.1% | -27.5% | -13.0% |
| 1Y | -2.8% | +15.9% | -18.7% | -7.1% |
| 3Y | +120.8% | +75.0% | +45.7% | +82.0% |
| All | +47.3% | +13.1% | +34.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling