+93.1%
EXPE vs MKTX
-60.6%
+153.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -13.6% | +0.8% | -14.5% | -13.8% |
| 3M | +26.6% | +41.1% | -14.5% | +16.1% |
| 6M | +19.9% | -9.5% | +29.5% | +22.9% |
| YTD | -1.7% | -8.7% | +7.0% | +0.3% |
| 1Y | +29.4% | -10.0% | +39.4% | +32.3% |
| 3Y | +155.7% | -24.6% | +180.3% | +159.5% |
| 5Y | +93.1% | -60.3% | +153.4% | +119.3% |
| All | +93.1% | -60.6% | +153.6% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling