+38.7%
EXPE vs MKTX
-8.5%
+47.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +0.4% | -9.9% | -9.5% |
| 30D | -6.6% | +1.1% | -7.7% | -6.6% |
| 3M | +31.4% | +36.1% | -4.7% | +29.9% |
| 6M | +35.2% | -12.9% | +48.1% | +41.9% |
| YTD | +5.8% | -8.5% | +14.3% | +8.5% |
| 1Y | +38.7% | -7.5% | +46.2% | +41.4% |
| All | +38.7% | -8.5% | +47.2% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling