+743.8%
EXPE vs INDA
+122.2%
+621.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | +3.1% | -7.3% | -6.2% |
| 30D | -4.5% | +9.1% | -13.7% | -9.7% |
| 3M | -19.7% | +3.2% | -22.9% | -21.3% |
| 6M | +18.3% | +8.5% | +9.8% | +12.4% |
| YTD | -7.3% | -4.6% | -2.7% | -4.2% |
| 1Y | -3.9% | -5.5% | +1.6% | -0.2% |
| 3Y | +123.0% | +16.7% | +106.3% | +101.1% |
| 5Y | +47.9% | +9.0% | +39.0% | +41.0% |
| 10Y | +126.5% | +116.6% | +9.9% | +49.6% |
| All | +743.8% | +122.2% | +621.6% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling