+855.0%
EXPE vs M
+15.2%
+839.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.6% |
| 7D | -9.5% | +4.7% | -14.3% | -11.0% |
| 30D | -6.6% | -9.6% | +3.0% | -3.4% |
| 3M | +31.4% | +0.9% | +30.5% | +30.1% |
| 6M | +35.2% | +22.3% | +12.9% | +24.6% |
| YTD | +5.8% | +6.5% | -0.7% | +1.8% |
| 1Y | +38.7% | +38.8% | -0.1% | +21.4% |
| 3Y | +175.8% | +115.9% | +59.9% | +92.3% |
| 5Y | +111.8% | +28.6% | +83.2% | +63.7% |
| 10Y | +179.7% | -2.5% | +182.3% | +81.3% |
| All | +855.0% | +15.2% | +839.8% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling