+47.9%
EXPE vs INDA
+9.0%
+38.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.2% | +3.1% | -7.3% | -7.3% |
| 30D | -4.5% | +9.1% | -13.7% | -12.7% |
| 3M | -19.7% | +3.2% | -22.9% | -22.3% |
| 6M | +18.3% | +8.5% | +9.8% | +8.7% |
| YTD | -7.3% | -4.6% | -2.7% | -2.4% |
| 1Y | -3.9% | -5.5% | +1.6% | +2.0% |
| 3Y | +123.0% | +16.7% | +106.3% | +74.1% |
| 5Y | +47.9% | +9.0% | +39.0% | +27.2% |
| All | +47.9% | +9.0% | +38.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling