+91.1%
EXPE vs EXE
+106.6%
-15.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.3% | -8.2% | -7.9% |
| 7D | -9.8% | -1.8% | -8.0% | -9.4% |
| 30D | -11.5% | +6.4% | -17.9% | -12.6% |
| 3M | +21.7% | +9.2% | +12.5% | +19.3% |
| 6M | +10.4% | -7.0% | +17.4% | +11.6% |
| YTD | -2.5% | -9.5% | +6.9% | -1.2% |
| 1Y | +27.3% | +6.2% | +21.1% | +23.5% |
| 3Y | +153.5% | +20.7% | +132.8% | +135.7% |
| 5Y | +91.1% | +103.6% | -12.6% | +66.2% |
| All | +91.1% | +106.6% | -15.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling