+102.9%
EXPE vs EXE
+191.4%
-88.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.5% | -0.3% | -9.3% | -9.5% |
| 30D | -6.6% | +8.5% | -15.1% | -8.2% |
| 3M | +31.4% | +5.5% | +25.9% | +29.5% |
| 6M | +35.2% | -5.9% | +41.1% | +36.4% |
| YTD | +5.8% | -9.7% | +15.5% | +7.3% |
| 1Y | +38.7% | +3.6% | +35.1% | +35.2% |
| 3Y | +175.8% | +18.0% | +157.7% | +156.8% |
| 5Y | +111.8% | +109.4% | +2.4% | +69.8% |
| All | +102.9% | +191.4% | -88.4% | +45.5% |
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