+50.0%
EXPE vs P
+19.7%
+30.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -5.0% | +15.5% | +10.3% |
| 7D | +14.6% | -19.4% | +34.0% | +14.1% |
| 30D | +21.4% | -22.3% | +43.7% | +21.0% |
| 3M | +1.4% | +33.2% | -31.8% | +0.5% |
| 6M | +28.6% | +53.6% | -25.0% | +26.2% |
| YTD | +12.1% | +66.8% | -54.7% | +8.9% |
| 1Y | +50.0% | +17.5% | +32.5% | +48.5% |
| All | +50.0% | +19.7% | +30.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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