+26.1%
EXPE vs IT
-30.5%
+56.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -11.5% | -9.1% | -2.4% | -8.2% |
| 30D | -13.1% | -12.2% | -0.9% | -8.8% |
| 3M | +18.1% | +7.8% | +10.3% | +13.1% |
| 6M | +13.3% | +2.0% | +11.3% | +10.1% |
| YTD | -3.2% | -32.7% | +29.5% | +11.6% |
| 1Y | +26.1% | -31.1% | +57.2% | +41.5% |
| All | +26.1% | -30.5% | +56.7% | +41.5% |
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