+863.3%
EXPE vs INDA
+115.1%
+748.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +0.7% | -10.2% | -9.9% |
| 30D | -6.6% | -0.8% | -5.8% | -6.2% |
| 3M | +31.4% | +3.9% | +27.4% | +28.3% |
| 6M | +35.2% | -0.7% | +35.9% | +35.9% |
| YTD | +5.8% | -7.7% | +13.5% | +11.6% |
| 1Y | +38.7% | -5.1% | +43.8% | +43.4% |
| 3Y | +175.8% | +13.6% | +162.1% | +153.0% |
| 5Y | +111.8% | +7.8% | +104.0% | +103.5% |
| 10Y | +179.7% | +84.6% | +95.1% | +97.6% |
| All | +863.3% | +115.1% | +748.2% | +529.9% |
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