+120.8%
EXPE vs EFV
+91.8%
+29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.5% | +2.5% | -3.0% | -3.0% |
| 30D | -6.1% | +2.9% | -9.0% | -8.1% |
| 3M | -21.3% | -1.4% | -19.9% | -19.9% |
| 6M | +19.0% | +5.5% | +13.5% | +13.7% |
| YTD | -8.4% | +16.1% | -24.5% | -22.0% |
| 1Y | -2.8% | +20.3% | -23.1% | -20.4% |
| 3Y | +120.8% | +90.4% | +30.3% | +11.3% |
| All | +120.8% | +91.8% | +29.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling