+27.8%
EXPE vs EFV
+27.7%
+0.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -5.8% | -0.8% | -5.0% | -5.3% |
| 30D | -13.6% | +0.6% | -14.3% | -13.8% |
| 3M | +25.2% | +7.5% | +17.7% | +20.6% |
| 6M | +22.3% | +13.0% | +9.3% | +13.6% |
| YTD | -0.3% | +18.3% | -18.6% | -19.1% |
| 1Y | +27.8% | +26.7% | +1.1% | -11.0% |
| All | +27.8% | +27.7% | +0.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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