+91.1%
EXPE vs IT
-44.6%
+135.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.4% | -0.5% | -4.2% |
| 7D | -9.8% | -9.1% | -0.6% | -5.5% |
| 30D | -11.5% | -7.0% | -4.5% | -8.6% |
| 3M | +21.7% | +7.6% | +14.1% | +14.5% |
| 6M | +10.4% | +2.1% | +8.3% | +5.2% |
| YTD | -2.5% | -31.6% | +29.1% | +14.9% |
| 1Y | +27.3% | -29.9% | +57.3% | +46.7% |
| 3Y | +153.5% | -51.3% | +204.8% | +237.8% |
| 5Y | +91.1% | -44.8% | +135.9% | +115.0% |
| All | +91.1% | -44.6% | +135.7% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling