+730.7%
EXPE vs GEN
+248.5%
+482.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -3.8% |
| 7D | -9.3% | +2.3% | -11.6% | -9.9% |
| 30D | +0.1% | +33.1% | -32.9% | -10.5% |
| 3M | -15.3% | +6.5% | -21.8% | -18.2% |
| 6M | +5.5% | +53.8% | -48.3% | -13.0% |
| YTD | -8.0% | +11.2% | -19.2% | -13.6% |
| 1Y | +18.9% | +19.4% | -0.5% | +8.7% |
| 3Y | +135.5% | +81.0% | +54.5% | +79.8% |
| 5Y | +44.3% | +33.4% | +10.8% | +21.6% |
| 10Y | +117.7% | +164.3% | -46.6% | +20.2% |
| All | +730.7% | +248.5% | +482.2% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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