+38.7%
EXPE vs FIVE
+66.7%
-28.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.3% |
| 7D | -9.5% | +4.3% | -13.8% | -10.0% |
| 30D | -6.6% | +12.5% | -19.1% | -7.9% |
| 3M | +31.4% | +31.2% | +0.1% | +27.0% |
| 6M | +35.2% | +14.4% | +20.8% | +32.6% |
| YTD | +5.8% | +33.9% | -28.1% | +0.6% |
| 1Y | +38.7% | +65.1% | -26.4% | +25.9% |
| All | +38.7% | +66.7% | -28.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling