+160.0%
EXPE vs MKTX
+5.0%
+155.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -13.6% | +0.7% | -14.3% | -13.7% |
| 3M | +25.2% | +40.8% | -15.6% | +15.0% |
| 6M | +22.3% | -8.0% | +30.3% | +23.7% |
| YTD | -0.3% | -8.7% | +8.4% | +0.9% |
| 1Y | +27.8% | -11.8% | +39.6% | +30.1% |
| 3Y | +162.4% | -24.0% | +186.5% | +166.9% |
| 5Y | +95.8% | -60.3% | +156.2% | +128.3% |
| All | +160.0% | +5.0% | +155.0% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling