+118.5%
EXPE vs M
+3.7%
+114.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -2.5% |
| 7D | -13.3% | +2.5% | -15.9% | -13.8% |
| 30D | -5.5% | +10.1% | -15.5% | -8.0% |
| 3M | -16.5% | -0.9% | -15.5% | -16.2% |
| 6M | +13.1% | +30.2% | -17.1% | +3.8% |
| YTD | -8.0% | +16.3% | -24.3% | -13.2% |
| 1Y | +1.1% | +27.0% | -25.9% | -7.1% |
| 3Y | +131.2% | +154.5% | -23.3% | +61.6% |
| 5Y | +39.8% | -1.1% | +40.8% | +22.4% |
| 10Y | +118.5% | +0.5% | +118.0% | +26.2% |
| All | +118.5% | +3.7% | +114.7% | +26.2% |
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