+156.4%
EXPE vs INDA
+83.0%
+73.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.5% |
| 7D | -8.7% | -3.6% | -5.0% | -5.9% |
| 30D | -13.6% | -4.0% | -9.7% | -10.8% |
| 3M | +26.6% | +1.7% | +24.9% | +25.2% |
| 6M | +19.9% | -3.6% | +23.6% | +23.6% |
| YTD | -1.7% | -11.0% | +9.3% | +8.0% |
| 1Y | +29.4% | -9.5% | +38.9% | +40.1% |
| 3Y | +155.7% | +7.6% | +148.0% | +138.5% |
| 5Y | +93.1% | +4.8% | +88.3% | +86.4% |
| All | +156.4% | +83.0% | +73.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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