+153.5%
EXPE vs EFV
+92.7%
+60.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -7.2% |
| 7D | -9.8% | +1.0% | -10.7% | -10.5% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | +21.7% | +9.6% | +12.1% | +11.7% |
| 6M | +10.4% | +14.0% | -3.7% | -3.3% |
| YTD | -2.5% | +18.5% | -21.0% | -19.2% |
| 1Y | +27.3% | +27.9% | -0.6% | -3.0% |
| 3Y | +153.5% | +92.4% | +61.1% | +20.0% |
| All | +153.5% | +92.7% | +60.8% | +20.0% |
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 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