+881.6%
EXPE vs EFV
+258.8%
+622.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -9.5% | +1.5% | -11.0% | -10.9% |
| 30D | -6.6% | +1.7% | -8.4% | -8.2% |
| 3M | +31.4% | +8.6% | +22.7% | +20.8% |
| 6M | +35.2% | +11.7% | +23.5% | +20.0% |
| YTD | +5.8% | +19.3% | -13.5% | -12.4% |
| 1Y | +38.7% | +30.2% | +8.5% | +5.7% |
| 3Y | +175.8% | +91.6% | +84.2% | +43.7% |
| 5Y | +111.8% | +96.4% | +15.5% | +10.6% |
| 10Y | +179.7% | +166.5% | +13.2% | +14.9% |
| All | +881.6% | +258.8% | +622.7% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling