+39.8%
EXPE vs IT
-42.9%
+82.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -13.3% | -18.8% | +5.5% | -3.9% |
| 30D | -5.5% | -0.1% | -5.4% | -5.4% |
| 3M | -16.5% | +2.9% | -19.4% | -18.4% |
| 6M | +13.1% | +20.4% | -7.3% | -1.0% |
| YTD | -8.0% | -24.3% | +16.3% | +3.0% |
| 1Y | +1.1% | -17.2% | +18.3% | +7.3% |
| 3Y | +131.2% | -52.4% | +183.6% | +222.5% |
| 5Y | +39.8% | -43.7% | +83.5% | +57.5% |
| All | +39.8% | -42.9% | +82.6% | +57.5% |
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 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