+75.7%
EXPE vs EXE
+165.2%
-89.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.5% | +5.3% | -5.8% | -1.5% |
| 30D | -6.1% | -2.2% | -3.9% | -5.8% |
| 3M | -21.3% | -5.9% | -15.4% | -20.5% |
| 6M | +19.0% | -5.7% | +24.7% | +19.7% |
| YTD | -8.4% | -17.8% | +9.4% | -5.5% |
| 1Y | -2.8% | -23.1% | +20.3% | +1.8% |
| 3Y | +120.8% | +21.2% | +99.6% | +103.5% |
| 5Y | +46.2% | +78.8% | -32.6% | +22.5% |
| All | +75.7% | +165.2% | -89.5% | +28.1% |
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