+118.5%
EXPE vs P
+748.5%
-630.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.6% |
| 7D | -13.3% | -9.6% | -3.7% | -11.3% |
| 30D | -5.5% | -33.4% | +27.9% | +3.1% |
| 3M | -16.5% | +14.2% | -30.7% | -21.8% |
| 6M | +13.1% | +31.6% | -18.5% | -0.9% |
| YTD | -8.0% | +53.5% | -61.5% | -24.0% |
| 1Y | +1.1% | +14.2% | -13.1% | -10.8% |
| 3Y | +131.2% | +190.5% | -59.4% | +37.7% |
| 5Y | +39.8% | +256.3% | -216.6% | -24.1% |
| 10Y | +118.5% | +707.9% | -589.4% | -12.1% |
| All | +118.5% | +748.5% | -630.1% | -12.1% |
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