+530.7%
EXPE vs FIVE
+826.1%
-295.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.3% | -9.5% | -12.4% |
| 7D | -3.6% | -1.7% | -1.9% | -2.8% |
| 30D | +4.8% | +14.9% | -10.2% | +0.7% |
| 3M | -14.6% | +7.6% | -22.3% | -16.7% |
| 6M | +10.0% | +6.4% | +3.6% | +6.6% |
| YTD | -3.3% | +28.1% | -31.4% | -12.1% |
| 1Y | +28.4% | +54.7% | -26.3% | +9.8% |
| 3Y | +145.1% | +36.1% | +109.0% | +100.4% |
| 5Y | +51.6% | +14.9% | +36.8% | +26.9% |
| 10Y | +128.8% | +578.8% | -450.0% | +15.2% |
| All | +530.7% | +826.1% | -295.4% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling