+115.9%
EXPE vs P
+691.2%
-575.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -11.2% | -13.3% | +2.1% | -8.1% |
| 30D | -7.5% | -34.0% | +26.5% | +1.2% |
| 3M | -19.1% | +4.1% | -23.2% | -22.3% |
| 6M | +10.7% | +30.5% | -19.7% | -2.8% |
| YTD | -9.9% | +52.2% | -62.1% | -25.5% |
| 1Y | -4.6% | +10.3% | -14.9% | -15.1% |
| 3Y | +116.8% | +180.9% | -64.1% | +30.3% |
| 5Y | +38.6% | +259.7% | -221.1% | -25.2% |
| 10Y | +115.9% | +652.6% | -536.8% | -13.1% |
| All | +115.9% | +691.2% | -575.3% | -13.1% |
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