+85.6%
EXPE vs EXE
+187.5%
-101.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -11.5% | -2.7% | -8.8% | -11.0% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | +18.1% | +9.5% | +8.7% | +15.5% |
| 6M | +13.3% | -9.3% | +22.6% | +15.2% |
| YTD | -3.2% | -10.9% | +7.7% | -1.6% |
| 1Y | +26.1% | +4.3% | +21.9% | +22.7% |
| 3Y | +151.7% | +18.8% | +132.9% | +133.9% |
| 5Y | +88.3% | +101.4% | -13.1% | +52.8% |
| All | +85.6% | +187.5% | -101.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling