+115.5%
EXPE vs M
-4.2%
+119.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -3.5% |
| 7D | -9.3% | -4.3% | -5.1% | -7.8% |
| 30D | +0.1% | +1.3% | -1.1% | +0.2% |
| 3M | -15.3% | -7.4% | -7.9% | -13.2% |
| 6M | +5.5% | +18.3% | -12.9% | -0.3% |
| YTD | -8.0% | +7.6% | -15.5% | -10.9% |
| 1Y | +18.9% | +17.4% | +1.5% | +12.0% |
| 3Y | +135.5% | +108.4% | +27.2% | +75.1% |
| 5Y | +44.3% | -10.6% | +54.9% | +30.3% |
| All | +115.5% | -4.2% | +119.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling