+779.7%
EXPE vs MKTX
+1,624.2%
-844.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.8% | -7.9% |
| 7D | -9.8% | +0.4% | -10.2% | -9.9% |
| 30D | -11.5% | +1.0% | -12.5% | -11.7% |
| 3M | +21.7% | +41.3% | -19.6% | +9.0% |
| 6M | +10.4% | -11.3% | +21.7% | +12.1% |
| YTD | -2.5% | -8.6% | +6.0% | -2.0% |
| 1Y | +27.3% | -11.1% | +38.4% | +28.6% |
| 3Y | +153.5% | -24.5% | +178.0% | +158.0% |
| 5Y | +91.1% | -61.4% | +152.5% | +131.5% |
| 10Y | +153.1% | +6.8% | +146.3% | +113.9% |
| All | +779.7% | +1,624.2% | -844.4% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling