-2.8%
EXPE vs IT
-15.8%
+13.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -6.1% | -1.8% | -4.2% | -5.1% |
| 3M | -21.3% | +4.8% | -26.1% | -22.8% |
| 6M | +19.0% | +33.0% | -14.0% | +2.9% |
| YTD | -8.4% | -23.8% | +15.4% | +2.5% |
| 1Y | -2.8% | -16.5% | +13.7% | +0.4% |
| All | -2.8% | -15.8% | +13.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling