+116.8%
EXPE vs FIVE
+43.9%
+72.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -11.2% | +7.3% | -18.5% | -12.3% |
| 30D | -7.5% | +18.1% | -25.5% | -10.1% |
| 3M | -19.1% | +7.7% | -26.8% | -20.2% |
| 6M | +10.7% | +13.6% | -2.9% | +7.6% |
| YTD | -9.9% | +34.6% | -44.5% | -15.6% |
| 1Y | -4.6% | +66.2% | -70.9% | -14.3% |
| 3Y | +116.8% | +43.5% | +73.3% | +73.2% |
| All | +116.8% | +43.9% | +72.9% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling