+115.5%
EXPE vs P
+713.7%
-598.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.7% |
| 7D | -9.3% | -23.8% | +14.5% | -3.5% |
| 30D | +0.1% | -36.6% | +36.8% | +10.6% |
| 3M | -15.3% | +10.9% | -26.2% | -20.2% |
| 6M | +5.5% | +30.0% | -24.5% | -7.5% |
| YTD | -8.0% | +44.4% | -52.4% | -22.8% |
| 1Y | +18.9% | +3.9% | +14.9% | +7.4% |
| 3Y | +135.5% | +176.6% | -41.1% | +42.0% |
| 5Y | +44.3% | +249.3% | -205.0% | -21.4% |
| All | +115.5% | +713.7% | -598.2% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling