+76.5%
EXPE vs EXE
+155.8%
-79.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -13.3% | -3.9% | -9.4% | -12.6% |
| 30D | -5.5% | -2.6% | -2.9% | -5.1% |
| 3M | -16.5% | -6.9% | -9.6% | -15.5% |
| 6M | +13.1% | -9.3% | +22.4% | +14.7% |
| YTD | -8.0% | -20.7% | +12.7% | -4.4% |
| 1Y | +1.1% | -21.8% | +22.9% | +5.2% |
| 3Y | +131.2% | +16.2% | +114.9% | +114.9% |
| 5Y | +39.8% | +61.1% | -21.3% | +20.0% |
| All | +76.5% | +155.8% | -79.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling