+72.8%
EXPE vs EXE
+161.7%
-88.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.5% |
| 7D | -11.2% | -2.2% | -9.0% | -10.8% |
| 30D | -7.5% | -0.3% | -7.1% | -7.5% |
| 3M | -19.1% | -9.3% | -9.7% | -17.6% |
| 6M | +10.7% | -7.2% | +18.0% | +11.8% |
| YTD | -9.9% | -18.9% | +9.0% | -6.8% |
| 1Y | -4.6% | -21.7% | +17.1% | -0.7% |
| 3Y | +116.8% | +21.0% | +95.8% | +99.8% |
| 5Y | +38.6% | +76.0% | -37.4% | +16.5% |
| All | +72.8% | +161.7% | -88.9% | +26.4% |
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 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