+730.4%
EXPE vs IT
+1,622.5%
-892.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -13.3% | -18.8% | +5.5% | -3.7% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | -16.5% | +2.9% | -19.4% | -18.5% |
| 6M | +13.1% | +20.4% | -7.3% | -1.4% |
| YTD | -8.0% | -24.3% | +16.3% | +0.8% |
| 1Y | +1.1% | -17.2% | +18.3% | +5.6% |
| 3Y | +131.2% | -52.4% | +183.6% | +208.0% |
| 5Y | +39.8% | -43.7% | +83.5% | +69.6% |
| 10Y | +118.5% | +90.3% | +28.2% | +33.0% |
| All | +730.4% | +1,622.5% | -892.0% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling