+127.7%
EXPE vs FIVE
+504.2%
-376.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +2.7% | -3.1% | -1.5% |
| 30D | -6.1% | +12.7% | -18.8% | -9.6% |
| 3M | -21.3% | +2.1% | -23.4% | -22.0% |
| 6M | +19.0% | +17.5% | +1.5% | +11.3% |
| YTD | -8.4% | +31.0% | -39.4% | -18.3% |
| 1Y | -2.8% | +67.7% | -70.5% | -20.5% |
| 3Y | +120.8% | +43.4% | +77.4% | +73.7% |
| 5Y | +46.2% | +18.1% | +28.1% | +19.0% |
| All | +127.7% | +504.2% | -376.5% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling