+125.4%
EXPE vs IT
+93.0%
+32.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.2% |
| 7D | -17.8% | -6.8% | -10.9% | -14.4% |
| 30D | -3.2% | -0.6% | -2.7% | -2.9% |
| 3M | -19.0% | +3.1% | -22.0% | -20.9% |
| 6M | +17.7% | +25.5% | -7.8% | 0.0% |
| YTD | -7.8% | -23.5% | +15.7% | +1.5% |
| 1Y | -1.4% | -16.6% | +15.3% | +3.5% |
| 3Y | +121.9% | -53.1% | +175.0% | +206.5% |
| 5Y | +44.3% | -41.4% | +85.7% | +71.3% |
| 10Y | +125.4% | +90.9% | +34.5% | +34.0% |
| All | +125.4% | +93.0% | +32.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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